✦ LIBER ✦
Changing default risk dependencies during the subprime crisis: DJ iTraxx subindices and goodness-of-fit-testing for copulas
✍ Scribed by Peter Grundke
- Book ID
- 107526623
- Publisher
- Springer-Verlag
- Year
- 2009
- Tongue
- English
- Weight
- 395 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1863-6683
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