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]
@article{CossinSST16,
title = {Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula"},
author = {Didier Cossin and Henry Schellhorn and Nan Song and Satjaporn Tungsong},
year = {2016},
doi = {10.1155/2016/5698452},
url = {http://dx.doi.org/10.1155/2016/5698452},
researchr = {https://researchr.org/publication/CossinSST16},
cites = {0},
citedby = {0},
journal = {JAMDS},
volume = {2016},
}