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Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula".
Didier Cossin
Henry Schellhorn
Nan Song
Satjaporn Tungsong
Published in:
Adv. Decis. Sci. (2016)
Keyphrases
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credit risk
gaussian mixture
credit risk evaluation
evaluation method
credit scoring
risk analysis
listed companies
logistic regression
k nearest neighbor
exchange rate