Modeling sector correlation with CR+ - The CBV model.

Fischer M, Dietz C (2012)


Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2012

Journal

Book Volume: 7

Pages Range: 23-43

Journal Issue: 4

Authors with CRIS profile

How to cite

APA:

Fischer, M., & Dietz, C. (2012). Modeling sector correlation with CR+ - The CBV model. Journal of Credit Risk, 7(4), 23-43.

MLA:

Fischer, Matthias, and Christian Dietz. "Modeling sector correlation with CR+ - The CBV model." Journal of Credit Risk 7.4 (2012): 23-43.

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