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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:
Journal of Banking and Finance 
Year:
2020 
Reviewed:
ja 
Status:
Postprint / reviewed 
TUM Institution:
Lehrstuhl für Finanzmathematik 
Mission statement:
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