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On Default Correlation: A Copula Function Approach

On Default Correlation: A Copula Function Approach http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png SSRN Electronic Journal Unpaywall

On Default Correlation: A Copula Function Approach

SSRN Electronic JournalJan 1, 1999

On Default Correlation: A Copula Function Approach

SSRN Electronic JournalJan 1, 1999

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Publisher
Unpaywall
ISSN
1556-5068
DOI
10.2139/ssrn.187289
Publisher site
See Article on Publisher Site

Abstract

Journal

SSRN Electronic JournalUnpaywall

Published: Jan 1, 1999

There are no references for this article.