Checking for asymmetric default dependence in a credit card portfolio: A copula approach
| Year of publication: |
2011
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|---|---|
| Authors: | Crook, Jonathan ; Moreira, Fernando |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 18.2011, 4, p. 728-743
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