%0 Journal Article %1 Nystr�m2006 %A Nyström, Kaj %A Skoglund, Jimmy %D 2006 %J Journal of Banking & Finance %K Economic capital %N 8 %P 2163--2197 %T A credit risk model for large dimensional portfolios with application to economic capital %U http://www.sciencedirect.com/science/article/B6VCY-4HNS6BG-2/1/49f7603b30f545424de5c1e03116a1cf %V 30

@article{Nystr�m2006, added-at = {2008-04-22T13:53:19.000+0200}, author = {Nystr{\"o}m, Kaj and Skoglund, Jimmy}, biburl = {https://www.bibsonomy.org/bibtex/2b809e2f25fba5bfad28458a7e80ed772/smicha}, description = {Journal of Banking & Finance}, interhash = {34ae886f9e97fd3298117862788b0aa5}, intrahash = {b809e2f25fba5bfad28458a7e80ed772}, journal = {Journal of Banking \& Finance}, keywords = {Economic capital}, month = Aug, number = 8, pages = {2163--2197}, timestamp = {2008-04-22T13:56:56.000+0200}, title = {A credit risk model for large dimensional portfolios with application to economic capital}, url = {http://www.sciencedirect.com/science/article/B6VCY-4HNS6BG-2/1/49f7603b30f545424de5c1e03116a1cf}, volume = 30, year = 2006 }