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Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.; Moreira, Fernando - In: Journal of empirical finance 18 (2011) 4, pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
Cover Image
Checking for asymmetric default dependence in a credit card portfolio: A copula approach
Crook, Jonathan; Moreira, Fernando - In: Journal of empirical finance 18 (2011) 4, pp. 728-743
Persistent link: https://www.econbiz.de/10009291029