4

Calculating systemic risk capital: A factor model approach

Year:
2015
Language:
english
File:
PDF, 681 KB
english, 2015
7

Adaptive likelihood estimator of conditional variance function

Year:
2016
Language:
english
File:
PDF, 656 KB
english, 2016
8

Migration in structural credit rating models

Year:
2010
Language:
english
File:
PDF, 265 KB
english, 2010
11

Calculating Systemic Risk Capital Requirements: A Factor Model Approach

Year:
2014
Language:
english
File:
PDF, 84 KB
english, 2014