Title of article

The effects of estimation error on measures of portfolio credit risk

Author/Authors

Gunter L?ffler، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2003

Pages

27

From page

1427

To page

1453

Keywords

credit risk , Estimation error , value at risk , Predictive distributions

Journal title

Journal of Banking and Finance

Serial Year

2003

Journal title

Journal of Banking and Finance

Record number

193507