Title of article :
The effects of estimation error on measures of portfolio credit risk
Author/Authors :
Gunter L?ffler، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
27
From page :
1427
To page :
1453
Keywords :
credit risk , Estimation error , value at risk , Predictive distributions
Journal title :
Journal of Banking and Finance
Serial Year :
2003
Journal title :
Journal of Banking and Finance
Record number :
193507
Link To Document :
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