Default probability estimation via pair copula constructions

L Dalla Valle, Giuli ME De, Claudia Tarantola^*, Claudio Manelli

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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Original language	English
Pages (from-to)	298-311
Number of pages	0
Journal	European Journal of Operational Research
Volume	249
Issue number	1
DOIs	https://doi.org/10.1016/j.ejor.2015.08.026
Publication status	Published - Feb 2016

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title = "Default probability estimation via pair copula constructions",

author = "{Dalla Valle}, L and De, {Giuli ME} and Claudia Tarantola and Claudio Manelli",

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volume = "249",

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T1 - Default probability estimation via pair copula constructions

AU - Dalla Valle, L

AU - De, Giuli ME

AU - Tarantola, Claudia

AU - Manelli, Claudio

PY - 2016/2

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JO - European Journal of Operational Research

JF - European Journal of Operational Research

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