University of Duisburg-Essen
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2795524.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
nonstationarity, random matrix theory, Merton model, value-at-risk
This page was processed by aws-apollo4 in 0.091 seconds