European Securitisation: A GARCH Model of CDO, MBS and Pfandbrief Spreads
No abstract is available for this item.
|Date of creation:||Nov 2003|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://www.finance.uni-frankfurt.de
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:fra:franaf:121. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Reinhard H. Schmidt)
If references are entirely missing, you can add them using this form.