Estimating asset correlations from stock prices or default rates -- which method is superior? (Q609846)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating asset correlations from stock prices or default rates -- which method is superior? |
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Estimating asset correlations from stock prices or default rates -- which method is superior? (English)
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1 December 2010
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asset correlation
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single risk factor model
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small sample properties
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structural model
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Basel II
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