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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse"
~person:"Fan, Gang-zhi"
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International journal of theoretical and applied finance
The journal of real estate finance and economics
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Default clustering risks in commercial mortgage-backed securities
Fan, Gang-zhi
;
Sing, Tien-foo
;
Ong, Seow-eng
- In:
The journal of real estate finance and economics
45
(
2012
)
1
,
pp. 110-127
Persistent link: https://www.econbiz.de/10009581761
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2
Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong
;
Fan, Gang-zhi
;
Lim, Kian-Guan
- In:
The journal of real estate finance and economics
38
(
2009
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10003848944
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