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Erratum to: Dependence properties of dynamic credit risk models
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Nicole Bäuerle
Published/Copyright:
November 6, 2012
Published Online: 2012-11-06
Published in Print: 2012-11
© by Oldenbourg Wissenschaftsverlag, München, Germany
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- Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests
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Articles in the same Issue
- Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests
- The covariance structure of cml-estimates in the Rasch model
- Asymptotic expansions for conditional moments of Bernoulli trials
- Erratum to: Dependence properties of dynamic credit risk models
