Inaccurate dependence measures in credit models for non-normal variables
Fernando Moreira
| Year of publication: |
2011
|
|---|---|
| Authors: | Moreira, Fernando |
| Published in: |
Banking and finance review. - [S.l] : [lulu.com], ISSN 1947-7945, ZDB-ID 25570900. - Vol. 3.2011, 2, p. 159-176
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010118346