![](/img/cover-not-exists.png)
A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula
Cossin, Didier, Schellhorn, Henry, Song, Nan, Tungsong, SatjapornVolume:
2010
Year:
2010
Language:
english
Journal:
Advances in Decision Sciences
DOI:
10.1155/2010/546547
File:
PDF, 2.56 MB
english, 2010