author = { Kalkbrener, Michael AND Packham, Natalie },

title = { Correlation Under Stress In Normal Variance Mixture Models },

publisher = {Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"},

keywords = { risk management , correlation , Stress testing , multivariate t-distribution , C00 , normal variance mixture distribution , multivariate normal distribution },

year = {2018},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

url = { http://slubdd.de/katalog?TN_libero_mab2 }