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Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula".

Didier CossinHenry SchellhornNan SongSatjaporn Tungsong
Published in: Adv. Decis. Sci. (2016)
Keyphrases
  • credit risk
  • gaussian mixture
  • credit risk evaluation
  • evaluation method
  • credit scoring
  • risk analysis
  • listed companies
  • logistic regression
  • k nearest neighbor
  • exchange rate