Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/31029 
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dc.contributor.authorKuhn, Gabrielen
dc.date.accessioned2005-04-20-
dc.date.accessioned2010-05-14T10:09:38Z-
dc.date.available2010-05-14T10:09:38Z-
dc.date.issued2004-
dc.identifier.pidoi:10.5282/ubm/epub.1779en
dc.identifier.piurn:nbn:de:bvb:19-epub-1779-4en
dc.identifier.urihttp://hdl.handle.net/10419/31029-
dc.language.isoengen
dc.publisher|aLudwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen |cMünchenen
dc.relation.ispartofseries|aDiscussion Paper |x410en
dc.subject.jelG11en
dc.subject.jelG21en
dc.subject.jelG39en
dc.subject.jelC19en
dc.subject.ddc519en
dc.titleTails of credit default portfolios-
dc.type|aWorking Paperen
dc.identifier.ppn484069993en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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