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The journal of fixed income
Discussion Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
164
Working Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
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essentials
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Specification risk and calibration effects of multifactor credit portfolio model
Dorfleitner, Gregor
;
Fischer, Matthias
;
Geidosch, Marco
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 7-24
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