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"Default probability estimation via pair copula constructions."

Luciana Dalla Valle et al. (2016)

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DOI: 10.1016/J.EJOR.2015.08.026

access: closed

type: Journal Article

metadata version: 2023-09-30

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Luciana Dalla Valle, Maria Elena De Giuli, Claudia Tarantola, Claudio Manelli:
Default probability estimation via pair copula constructions. Eur. J. Oper. Res. 249(1): 298-311 (2016)

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