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Publications in Scientific Journals:
E. Glogova, R. Warnung:
"Modeling Dependent Credit Risks for Application to Off-Site Banking Supervision";
Financial Stability Report, OENB, 12 (2006), 79 - 91.

Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)

Created from the Publication Database of the Vienna University of Technology.