Dynamic Dependence and Diversification in Corporate Credit* (Q5237859)
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scientific article; zbMATH DE number 7122412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Dependence and Diversification in Corporate Credit* |
scientific article; zbMATH DE number 7122412 |
Statements
Dynamic Dependence and Diversification in Corporate Credit* (English)
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25 October 2019
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credit risk
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default risk
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CDS
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dynamic dependence
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copula
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