Default Probability Estimation via Pair Copula Constructions

Luciana Dalla Valle, Maria Elena De Giuli, Claudia Tarantola, Claudio Manelli

Research output: Working paper › Preprint

Keywords

@techreport{e0f6db5963fa4895810b797231a7531a,

title = "Default Probability Estimation via Pair Copula Constructions",

keywords = "38 Economics, 3502 Banking, Finance and Investment, 3801 Applied Economics, 35 Commerce, Management, Tourism and Services",

author = "{Dalla Valle}, Luciana and {De Giuli}, {Maria Elena} and Claudia Tarantola and Claudio Manelli",

year = "2014",

month = may,

day = "6",

doi = "10.48550/arxiv.1405.1309",

language = "English",

type = "WorkingPaper",

}

TY - UNPB

T1 - Default Probability Estimation via Pair Copula Constructions

AU - Dalla Valle, Luciana

AU - De Giuli, Maria Elena

AU - Tarantola, Claudia

AU - Manelli, Claudio

PY - 2014/5/6

Y1 - 2014/5/6

KW - 38 Economics

KW - 3502 Banking

KW - Finance and Investment

KW - 3801 Applied Economics

KW - 35 Commerce

KW - Management

KW - Tourism and Services

U2 - 10.48550/arxiv.1405.1309

DO - 10.48550/arxiv.1405.1309

M3 - Preprint

BT - Default Probability Estimation via Pair Copula Constructions

ER -