Title |
A hierarchical model of tail dependent asset returns for assessing portfolio credit risk / Natalia Puzanova. Deutsche Bundesbank ; Eurosystem |
|---|---|
Involved |
Natalia Puzanova (Verfasser) |
Published |
Frankfurt, M.: Dt. Bundesbank, Press and Public Relations Div. |
Extent |
37 S. : graph. Darst. |
ISBN |
978-3-86558-782-4 |
Language |
|
Country |
|
Topic |
|
Subject |
Portfolio Selection |
Series |
Discussion paper / Deutsche Bundesbank ; Eurosystem. Ser. 2, Banking and financial studies ; No. 2011,16 |
Further information |
Literaturangaben. - Zusätzliches Online-Angebot unter http://www.bundesbank.de |
Record ID |
1020086580 |
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