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]
@article{WattanawongwanMOCS23,
title = {Modelling credit card exposure at default using vine copula quantile regression},
author = {Suttisak Wattanawongwan and Christophe Mues and Ramin Okhrati and Taufiq Choudhry and Mee Chi So},
year = {2023},
month = {November},
doi = {10.1016/j.ejor.2023.05.016},
url = {https://doi.org/10.1016/j.ejor.2023.05.016},
researchr = {https://researchr.org/publication/WattanawongwanMOCS23},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {311},
number = {1},
pages = {387-399},
}