Default Correlations and Large-Portfolio Credit Analysis
10.1080/07350015.2015.1087855
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Main Authors: | Jin-Chuan Duan, Weimin Miao |
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Other Authors: | FINANCE |
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 |
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