Quantifying the impact of different copulas in a generalized CreditRisk+ framework - An empirical study

Fischer M, Jakob K (2014)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2014

Journal

Dependence Modeling De Gruyter

Book Volume: 2

Pages Range: 1-21

Open Access Link: http://www.degruyter.com/view/j/demo.2014.2.issue-1/demo-2014-0001/demo-2014-0001.xml

Authors with CRIS profile

Matthias Fischer Fachbereich Wirtschaftswissenschaften

How to cite

APA:

Fischer, M., & Jakob, K. (2014). Quantifying the impact of different copulas in a generalized CreditRisk+ framework - An empirical study. Dependence Modeling, 2, 1-21.

MLA:

Fischer, Matthias, and Kevin Jakob. "Quantifying the impact of different copulas in a generalized CreditRisk+ framework - An empirical study." Dependence Modeling 2 (2014): 1-21.

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