"Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit ..."

Didier Cossin et al. (2016)

> Home

Details and statistics

DOI: 10.1155/2016/5698452

access: open

type: Journal Article

metadata version: 2020-05-26

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jamds/CossinSST16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jamds/CossinSST16
Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong:
Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula". Adv. Decis. Sci. 2016: 5698452:1 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.