A hierarchical copula-based world-wide valuation of sovereign risk (Q2347107)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hierarchical copula-based world-wide valuation of sovereign risk |
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A hierarchical copula-based world-wide valuation of sovereign risk (English)
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26 May 2015
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sovereign risk
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hierarchical copula function
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loss distribution
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clustering methods
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enlargement of the dependence structure
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