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subject:"Credit risk"
~isPartOf:"Journal of banking & finance"
~person:"Skoglund, Jimmy"
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A credit risk model for large dimensional portfolios with application to economic capital
Nyström, Kaj
;
Skoglund, Jimmy
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2163-2197
Persistent link: https://www.econbiz.de/10003355715
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