Estimating a covariance matrix for market risk management and the case of credit default swaps
Clicks: 213
ID: 40921
2019
| Reference Key |
neuberg2019estimatingquantitative
Use this key to autocite in the manuscript while using
SciMatic Manuscript Manager or Thesis Manager
|
|---|---|
| Authors | Neuberg, R. |
| Journal | quantitative finance |
| Year | 2019 |
| DOI | 10.1080/14697688.2018.1494850 |
| URL | |
| Keywords | Keywords not found |
Citations
No citations found. To add a citation, contact the admin at info@scimatic.org
Comments
No comments yet. Be the first to comment on this article.