@article{aufsatz63693,
    affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
    title = {A Semiparametric Factor Model for CDO Surfaces Dynamics},
    journal = {Journal of Multivariate Analysis},
    keywords = {base correlation, collateralized debt obligation, curve trade, dynamic factor model, semiparametric model},
    year = {2015},
    peerreview = {Ja},
    openaccess = {Ja},
    doi = {10.1016/j.jmva.2015.09.002},
    author = {Okhrin, Ostap and Choros-Tomczyk, Barbara and Härdle, Wolgang Karl}
}