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Document type:
Zeitschriftenaufsatz 
Author(s):
Hüttner, Amelie; Scherer, Matthias; Gräler, Benedikt 
Non-TUM Co-author(s):
ja 
Cooperation:
international 
Title:
Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data 
Intellectual Contribution:
Discipline-based Research 
Journal title:
Journal of Banking and Finance 
Journal listet in FT50 ranking:
nein 
Year:
2020 
Reviewed:
ja 
Status:
Postprint / reviewed 
TUM Institution:
Lehrstuhl für Finanzmathematik 
Key publication:
Nein 
Peer reviewed:
Ja 
Commissioned:
not commissioned 
Technology:
Nein 
Interdisciplinarity:
Nein 
Mission statement:
Ethics and Sustainability:
Nein 
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