Default Correlations and Large-Portfolio Credit Analysis
10.1080/07350015.2015.1087855
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2018
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sg-nus-scholar.10635-1414732024-04-04T00:33:02Z Default Correlations and Large-Portfolio Credit Analysis Jin-Chuan Duan Weimin Miao FINANCE RISK MANAGEMENT INSTITUTE 10.1080/07350015.2015.1087855 Journal of Business & Economic Statistics 34 4 536-546 2018-05-03T07:26:09Z 2018-05-03T07:26:09Z 2016-09-15 Article Jin-Chuan Duan, Weimin Miao (2016-09-15). Default Correlations and Large-Portfolio Credit Analysis. Journal of Business & Economic Statistics 34 (4) : 536-546. ScholarBank@NUS Repository. https://doi.org/10.1080/07350015.2015.1087855 0735-0015 http://scholarbank.nus.edu.sg/handle/10635/141473 000384392400005 Taylor & Francis Taylor & Francis |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| description |
10.1080/07350015.2015.1087855 |
| author2 |
FINANCE |
| author_facet |
FINANCE Jin-Chuan Duan Weimin Miao |
| format |
Article |
| author |
Jin-Chuan Duan Weimin Miao |
| spellingShingle |
Jin-Chuan Duan Weimin Miao Default Correlations and Large-Portfolio Credit Analysis |
| author_sort |
Jin-Chuan Duan |
| title |
Default Correlations and Large-Portfolio Credit Analysis |
| title_short |
Default Correlations and Large-Portfolio Credit Analysis |
| title_full |
Default Correlations and Large-Portfolio Credit Analysis |
| title_fullStr |
Default Correlations and Large-Portfolio Credit Analysis |
| title_full_unstemmed |
Default Correlations and Large-Portfolio Credit Analysis |
| title_sort |
default correlations and large-portfolio credit analysis |
| publisher |
Taylor & Francis |
| publishDate |
2018 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/141473 |
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1795373821064118272 |