Cumulative accuracy profile curves forcorrelating collateralized debt obligationsto systematic factors
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Overview
status
publication date
has subject area
published in
Research
keywords
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Business & Economics
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Business, Finance
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CHINESE
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Lorenz curve
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MARKETS
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OIL
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RISK SPILLOVERS
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Social Sciences
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calibration
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collateralized debt obligation (CDO)
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cumulative accuracy profile (CAP)
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systematic factor
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systemic risk
Identity
Digital Object Identifier (DOI)
Additional Document Info