What makes dependence modeling challenging? Pitfalls and ways to circumvent them
Year of publication: |
2013
|
---|---|
Authors: | Mai, Jan-Frederik ; Scherer, Matthias |
Published in: |
Statistics & Risk Modeling. - De Gruyter, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 30.2013, 4, p. 287-306
|
Publisher: |
De Gruyter |
Subject: | Dependence | copula | correlation | financial modeling | portfolio credit risk |
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