Modelling credit card exposure at default using vine copula quantile regression

Suttisak Wattanawongwan, Christophe Mues, Ramin Okhrati, Taufiq Choudhry, Mee Chi So. Modelling credit card exposure at default using vine copula quantile regression. European Journal of Operational Research, 311(1):387-399, November 2023. [doi]

Abstract

Abstract is missing.