Luciana Dalla Valle, Maria Elena De Giuli, Claudia Tarantola, Claudio Manelli. Default probability estimation via pair copula constructions. European Journal of Operational Research, 249(1):298-311, 2016. [doi]
@article{ValleGTM16,
title = {Default probability estimation via pair copula constructions},
author = {Luciana Dalla Valle and Maria Elena De Giuli and Claudia Tarantola and Claudio Manelli},
year = {2016},
doi = {10.1016/j.ejor.2015.08.026},
url = {http://dx.doi.org/10.1016/j.ejor.2015.08.026},
researchr = {https://researchr.org/publication/ValleGTM16},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {249},
number = {1},
pages = {298-311},
}