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~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~person:"Härdle, Wolfgang"
~person:"Karanasos, Menelaos"
~person:"Wang, Yudong"
~subject:"Copulae"
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Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
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