Stress testing correlation matrix: a maximum empirical likelihood approach (Q5222510)
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scientific article; zbMATH DE number 7184761
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stress testing correlation matrix: a maximum empirical likelihood approach |
scientific article; zbMATH DE number 7184761 |
Statements
Stress testing correlation matrix: a maximum empirical likelihood approach (English)
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1 April 2020
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risk management
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stress testing
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correlation matrix
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empirical likelihood
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0.89829427
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0.8686105
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0.84180653
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0.8261767
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0.8190584
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0.81782323
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0.8146715
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0.81314236
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0.8117103
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