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My bibliography Save this paperCredit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations
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Cited by:
- Andreas Mühlbacher & Thomas Guhr, 2018. "Extreme Portfolio Loss Correlations in Credit Risk," Risks, MDPI, vol. 6(3), pages 1-25, July.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2018-03-19 (Computational Economics)
- NEP-RMG-2018-03-19 (Risk Management)
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