Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data

Document type:: Zeitschriftenaufsatz
Author(s):: Hüttner, Amelie; Scherer, Matthias; Gräler, Benedikt
Title:: Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data
Journal title:: forthcoming in Journal of Banking and Finance
Year:: 2020
Reviewed:: ja
Status:: Postprint / reviewed
TUM Institution:: Lehrstuhl für Finanzmathematik
Judgement review:: 0
Mission statement:: ;
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