Estimating a covariance matrix for market risk management and the case of credit default swaps

Estimating a covariance matrix for market risk management and the case of credit default swaps

Neuberg, R.
quantitative finance 2019 Vol. 19 pp. 77-92
217
neuberg2019estimatingquantitative

Citation

ID: 40921
Ref Key: neuberg2019estimatingquantitative
Use this key to autocite in SciMatic or Thesis Manager

References

Blockchain Verification

Account:
NFT Contract Address:
0x95644003c57E6F55A65596E3D9Eac6813e3566dA
Article ID:
40921
Unique Identifier:
10.1080/14697688.2018.1494850
Network:
Scimatic Chain (ID: 481)
Loading...
Blockchain Readiness Checklist
Authors
Abstract
Journal Name
Year
Title
4/5
Blockchain Upload Locked

Complete all 5 checklist items to tokenize your article

Saymatik Web3.0 Wallet