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:	Finance and Financial Management Real Estate
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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