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Jump to: 2006
Number of items: 1.

2006

Czado, Claudia and Pflüger, Carolin (2006): Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio. Collaborative Research Center 386, Discussion Paper 511 [PDF, 407kB]

This list was generated on Tue Oct 21 20:34:43 2014 CEST.