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Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors
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$a Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors 215 $a 10 s. $c P 463 -1
$1 001 cav_un_epca*0255446 $1 011 $a 0015-1920 $e 0015-1920 $1 200 1 $a Finance a úvěr-Czech Journal of Economics and Finance $v Roč. 66, č. 6 (2016), s. 565-574 $1 210 $c Univerzita Karlova v Praze 610 $a credit risk 610 $a mortgage 610 $a loan portfolio 610 $a dynamic model 610 $a estimation 700 -1
$3 cav_un_auth*0264433 $a Gapko $b Petr $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $y CZ $z K $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0101206 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 50 $a Šmíd $b Martin $p UTIA-B $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2016/E/smid-0467176.pdf
Počet záznamů: 1