The Role of Copulas in the Housing Crisis
Year of publication: |
2012
|
---|---|
Authors: | Zimmer, David M. |
Published in: |
The Review of Economics and Statistics. - MIT Press. - Vol. 94.2012, 2, p. 607-620
|
Publisher: |
MIT Press |
Subject: | Clayton | Gumbel | CDO | conditional probability | dependence | bubble | contagion |
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