Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula"

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". JAMDS, 2016, 2016. [doi]

Abstract

Abstract is missing.