Extreme Events and the Copula Pricing of Commercial Mortgaged Backed Securities
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Main Authors: | LIM, Kian Guan, Liu, Zhang-Yong, Fan, Gang-Zhi |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2009
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/3189 |
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Institution: | Singapore Management University |
Language: | English |
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