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Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations.

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Bibliographic Details
Title: Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations.
Authors: Mühlbacher, Andreas1 andreas.muehlbacher@uni-due.de, Guhr, Thomas1
Source: Risks. 6/1/2018, Vol. 6 Issue 2, p42. 1p.
Database: Business Source Ultimate
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Description
ISSN:22279091
DOI:10.3390/risks6020042