Quotation Frey, Rüdiger, McNeil, Alexander, Nyfeler, M. 2001. Copulas and Credit Risk. Risk ---.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Risk
WU-Journal-Rating new VW-D
Language English
Title Copulas and Credit Risk
Year 2001
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Frey, Rüdiger (Details)
External
McNeil, Alexander
Nyfeler, M
Organization
Institute for Statistics and Mathematics IN (Details)
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