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]

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