Pages that link to "Item:Q609846"
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The following pages link to Estimating asset correlations from stock prices or default rates -- which method is superior? (Q609846):
Displaying 5 items.
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
- VaR-implied tail-correlation matrices (Q2016009) (← links)
- Comparison of stochastic correlation models (Q2314458) (← links)
- Nonparametric drift estimation from diffusions with correlated Brownian motions (Q6051079) (← links)
- CORRELATION ESTIMATION IN HYBRID SYSTEMS (Q6095477) (← links)