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

Title:: Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data
Document type:: Zeitschriftenaufsatz
Author(s):: Gräler B., Hüttner A. and Scherer M.
Non-TUM Co-author(s):: ja
Cooperation:: international
Intellectual Contribution:: Discipline-based Research
Journal title:: Journal of Banking and Finance
Journal listet in FT50 ranking:: nein
Year:: 2020
Reviewed:: ja
Fulltext / DOI:: doi:10.1016/j.jbankfin.2020.105897
Status:: Postprint / reviewed
TUM Institution:: Lehrstuhl für Finanzmathematik
Judgement review:: 0
Key publication:: Nein
Peer reviewed:: Ja
Commissioned:: not commissioned
Technology:: Nein
Interdisciplinarity:: Nein
Mission statement:: ;
Ethics and Sustainability:: Nein
SDG:: ;
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