Author: Merz Michael Wüthrich Mario V.
Publisher: MDPI
E-ISSN: 2227-9091|3|4|624-646
ISSN: 2227-9091
Source: Risks, Vol.3, Iss.4, 2015-12, pp. : 624-646
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
A Markov Chain Model for Contagion
By Dassios Angelos Zhao Hongbiao
Risks, Vol. 2, Iss. 4, 2014-11 ,pp. :
An Overview of Modified Semiparametric Memory Estimation Methods
By Busch Marie Sibbertsen Philipp
Econometrics, Vol. 6, Iss. 1, 2018-03 ,pp. :
The Univariate Collapsing Method for Portfolio Optimization
Econometrics, Vol. 5, Iss. 2, 2017-05 ,pp. :