Application of Vine Copulas to Credit Portfolio Risk Modeling

Author： Geidosch Marco   Fischer Matthias  

Publisher： MDPI

E-ISSN： 1911-8074|9|2|4-4

ISSN： 1911-8074

Source： Journal of Risk and Financial Management, Vol.9, Iss.2, 2016-06, pp. : 4-4

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