Title |
Estimating asset correlations from stock prices or default rates - which method is superior? / Klaus Düllmann ; Jonathan Küll ; Michael Kunisch. Deutsche Bundesbank ; Eurosystem |
|---|---|
Involved |
Klaus Düllmann (Verfasser) |
Published |
Frankfurt, M.: Dt. Bundesbank, Press and Public Relations Div. |
Extent |
40 S. : graph. Darst. |
ISBN |
978-3-86558-396-3 |
Language |
|
Country |
|
Topic |
|
Series |
Discussion paper / Deutsche Bundesbank ; Eurosystem. Ser. 2, Banking and financial studies ; No. 2008,04 |
Further information |
Auch im Internet unter der Adresse http://www.bundesbank.de verfügbar |
Record ID |
988657147 |
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