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A SIMULATION ANALYSIS OF HERDI...
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Savu, Cornelia
Ng, Wing Lon
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The SCoD model : analyzing durations with a semiparametric copula approach
Savu, Cornelia
;
Ng, Wing Lon
- In:
International review of finance
5
(
2005
)
1/2
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003351733
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The ScoD model : analyzing durations with a semiparametric copula approach
Savu, Cornelia
;
Ng, Wing Lon
-
2006
Persistent link: https://www.econbiz.de/10003347599
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