A random matrix approach to credit risk

PLoS ONE

Volumn 9, Issue 5, 2014, Pages

  Münnix, Michael C ^a   Schäfer, Rudi ^a   Guhr, Thomas ^a  

^a UNIVERSITY OF DUISBURG ESSEN   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ARTICLE; CONTROLLED STUDY; CORRELATION ANALYSIS; CREDIT RISK; FINANCIAL MANAGEMENT; MATHEMATICAL MODEL; RANDOM MATRIX THEORY; RISK ASSESSMENT; STATISTICAL ANALYSIS; THEORY; RISK; STATISTICAL MODEL;

FINANCING, PERSONAL; MODELS, ECONOMIC; RISK;

EID: 84901372367     PISSN: None     EISSN: 19326203     Source Type: Journal    
DOI: 10.1371/journal.pone.0098030     Document Type: Article

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