Man pages for AssetCorr
Estimating Asset Correlations from Default Data
| analyze_AssetCorr | Function to evaluate several default time series... |
| AssetCorr-package | AssetCorr |
| defaultTimeseries | Creating a hypothetical Default Time Series. |
| interALL | Function to use multiple estimators simultaneously |
| interCMM | Corrected Asymptotic Method of Moments Estimator of... |
| interCopula | Copula Based Maximum Likelihood Estimator |
| interCov | Covariance Matching Estimator |
| interJDP | Joint Default Probability Matching Estimator, De Servigny and... |
| interMLE | Binomial Maximum Likelihood Estimator |
| intraALL | Function to use multiple estimators simultaneously |
| intraAMLE | Asymptotic Maximum Likelihood Estimator |
| intraAMM | Asymptotic Method of Moments Estimator |
| intraBeta | Parametric Approach of... |
| intraCMM | Corrected Asymptotic Method of Moments Estimator of... |
| intraFMM | Finite Sample Method of Moments Estimator |
| intraJDP1 | Joint Default Probability Matching Estimator, Lucas (1995) |
| intraJDP2 | Joint Default Probability Matching Estimator,... |
| intraMLE | Binomial Maximum Likelihood Estimator |
| intraMode | Parametric Approach of... |
