Structural dynamic analysis of systematic risk

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Bibliographic Details

Authors and Corporations:	Calvet, Laurent E. (Author), Czellar, Veronika (Author), Gouriéroux, Christian (Author)
Other Authors:	Czellar, Veronika [Author] • Gouriéroux, Christian 1949- [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Centre de recherche en economie et statistique [2016]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2016, 19
Subjects:	Systemically Important Financial Institutions (SIFI) Merton’smodel Value of the Firm indirect inference rating ABC filtering and smoothing Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen