Estimating asset correlations from stock prices or default rates - which method is superior?
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0165-1889 |
| Author | Duellmann, Klaus, Küll, Jonathan, Kunisch, Michael |
| Maintainer | CCSD |
| Last Updated | November 1, 2026, 12:10 (UTC) |
| Created | November 1, 2026, 12:10 (UTC) |
| Identifier | hal-00736734 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Universität Karlsruhe = University of Karlsruhe (TH) |
| creator | Duellmann, Klaus |
| date | 2010-09-29T00:00:00 |
| harvest_object_id | 1111e636-9bca-408a-9c71-5adcac071d81 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-10-06T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jedc.2010.06.003 |
| set_spec | type:ART |