Default Correlations and Large-Portfolio Credit Analysis

10.1080/07350015.2015.1087855

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Bibliographic Details
Main Authors: Jin-Chuan Duan, Weimin Miao
Other Authors: FINANCE
Format: Article
Published: Taylor & Francis 2018
Online Access:http://scholarbank.nus.edu.sg/handle/10635/141473
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Institution: National University of Singapore
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