Modelling credit card exposure at default using vine copula quantile regression

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Publication:6168620

DOI10.1016/j.ejor.2023.05.016MaRDI QIDQ6168620

Taufiq Choudhry, Mee Chi So, Suttisak Wattanawongwan, Ramin Okhrati, Christophe Mues

Publication date: 11 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)






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