Copula-based factor model for credit risk analysis
Crossref DOI link: https://doi.org/10.1007/s11156-016-0613-x
Published Online: 2016-12-22
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lu, Meng-Jou http://orcid.org/0000-0003-4990-5305
Chen, Cathy Yi-Hsuan
Härdle, Wolfgang Karl
License valid from 2016-12-22