On Default Correlation: A Copula Function Approach
Year: 1999
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.187289
Author: David Xianglin Li
Institution: Shanghai Jiao Tong University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2097696535