Extreme Events and the Copula Pricing of Commercial Mortgaged Backed Securities

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Bibliographic Details
Main Authors: LIM, Kian Guan, Liu, Zhang-Yong, Fan, Gang-Zhi
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2009
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3189
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Institution: Singapore Management University
Language: English