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A Credit Risk Model for Large Dimensional Portfolios with Application to Economic Capital
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2006 (English)In: Journal of Banking and Finance, Vol. 30, 2163-2197 p.Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2006. Vol. 30, 2163-2197 p.
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Mathematics
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URN: urn:nbn:se:uu:diva-163433OAI: oai:DiVA.org:uu-163433DiVA: diva2:463927
Available from: 2011-12-12 Created: 2011-12-12 Last updated: 2011-12-12

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Nyström, Kaj

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CiteExportLink to record
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