Changzhi Liang, Xiaoqian Zhu, Yilin Li, Xiaolei Sun, Jianming Chen, Jianping Li. Integrating Credit and Market Risk: A Factor Copula based Method. In Yong Shi, Youmin Xi, Peter Wolcott, Yingjie Tian, Jianping Li, Daniel Berg, Zhengxin Chen, Enrique Herrera-Viedma, Gang Kou, Heeseok Lee, Yi Peng, Lean Yu, editors, Proceedings of the First International Conference on Information Technology and Quantitative Management, ITQM 2013, Dushu Lake Hotel, Sushou, China, 16-18 May, 2013. Volume 17 of Procedia Computer Science, pages 656-663, Elsevier, 2013. [doi]
@inproceedings{LiangZLSCL13,
title = {Integrating Credit and Market Risk: A Factor Copula based Method},
author = {Changzhi Liang and Xiaoqian Zhu and Yilin Li and Xiaolei Sun and Jianming Chen and Jianping Li},
year = {2013},
doi = {10.1016/j.procs.2013.05.085},
url = {http://dx.doi.org/10.1016/j.procs.2013.05.085},
researchr = {https://researchr.org/publication/LiangZLSCL13},
cites = {0},
citedby = {0},
pages = {656-663},
booktitle = {Proceedings of the First International Conference on Information Technology and Quantitative Management, ITQM 2013, Dushu Lake Hotel, Sushou, China, 16-18 May, 2013},
editor = {Yong Shi and Youmin Xi and Peter Wolcott and Yingjie Tian and Jianping Li and Daniel Berg and Zhengxin Chen and Enrique Herrera-Viedma and Gang Kou and Heeseok Lee and Yi Peng and Lean Yu},
volume = {17},
series = {Procedia Computer Science},
publisher = {Elsevier},
}