Open AccessForward-Looking Asset Correlations in the Estimation of Economic Capital
Author(s) -
Álvaro Chamizo,
Alexandre Fonollosa,
Alfonso Novales
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2707681
Subject(s) - estimation , economics , asset (computer security) , financial economics , econometrics , business , monetary economics , computer science , computer security , management
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