@article{aufsatz75569,
    affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
    title = {A semiparametric factor model for CDO surfaces dynamics},
    journal = {Journal of Multivariate Analysis},
    keywords = {CDO Curve trade Dynamic factor model Semiparametric model Surfaces dynamics},
    pages = {151--163},
    year = {2016},
    peerreview = {Ja},
    openaccess = {Nein},
    volume = {146},
    author = {Choroś-Tomczyk, Barbara and Härdle, Wolfgang K. and Okhrin, Ostap}
}