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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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