EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"multifactor default correlation"
Narrow search

Narrow search

Year of publication
Subject
All
Bootstrap approach 1 Bootstrap-Verfahren 1 Correlation 1 Credit risk 1 Estimation 1 Estimation theory 1 Insolvency 1 Insolvenz 1 Korrelation 1 Kreditrisiko 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Merton structural model 1 Schätztheorie 1 Schätzung 1 bootstrapping 1 maximum likelihood estimation 1 multifactor default correlation 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Cameron, Douglas 1 Gellert, James 1 Karm, Stephane 1 Ray Majumder, Saikat 1 Shen, Weiwei 1 Yang, Zhihui 1
Published in...
All
Journal of risk : JOR 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Multi-factor default correlation model estimation : enhancement with bootstrapping
Yang, Zhihui; Ray Majumder, Saikat; Shen, Weiwei; Karm, … - In: Journal of risk : JOR 26 (2024) 3, pp. 33-48
Persistent link: https://www.econbiz.de/10014487316
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...