Default Correlations and Large-Portfolio Credit Analysis
10.1080/07350015.2015.1087855
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Taylor & Francis
2018
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/141473 |
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| Institution: | National University of Singapore |
| Summary: | 10.1080/07350015.2015.1087855 |
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