Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk

  1. Baixauli, J.S.
  2. Alvarez, S.
Revue:
Computational Economics

ISSN: 0927-7099,  1572-9974

Année de publication: 2012

Volumen: 40

Número: 2

Pages: 115-129

Type: Article

DOI: 10.1007/S10614-011-9290-Y GOOGLE SCHOLAR
La source de données: Scopus