Modelling credit card exposure at default using vine copula quantile regression
From MaRDI portal
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)
Cites Work
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