Chen, Shiyi; Härdle, Wolfgang; Moro, Rouslan - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
deep economic impact on banks as
well as on firms themselves than ever before. Thus, from a risk management
perspective … less existent in the
management science and finance literature. First papers indicate though
that in comparison with the … the event of default without introducing any model. This information
entropy reflects knowledge common to all models. Then …