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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Maciag, Jakob"
~subject:"copula"
~subject:"credit risk"
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Maciag, Jakob
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The journal of credit risk : published quarterly by Incisive Media
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A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
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