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~isPartOf:"The journal of risk model validation"
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The journal of risk model validation
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Modelling systematic risk and point-in-time probability of default under the Vasicek asymptotic single-risk-factor model framework
Yang, Bill Huajian
- In:
The journal of risk model validation
8
(
2014
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10010423905
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Estimating long-run probability of default, asset correlation and portfolio-level probability of default using Vasicek models
Yang, Bill Huajian
- In:
The journal of risk model validation
7
(
2013/2014
)
4
,
pp. 3-19
Persistent link: https://www.econbiz.de/10010480647
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