Please use this identifier to cite or link to this item: https://doi.org/10.1080/07350015.2015.1087855
Title: Default Correlations and Large-Portfolio Credit Analysis
Authors: Jin-Chuan Duan 
Weimin Miao 
Issue Date: 15-Sep-2016
Publisher: Taylor & Francis
Citation: Jin-Chuan Duan, Weimin Miao (2016-09-15). Default Correlations and Large-Portfolio Credit Analysis. Journal of Business & Economic Statistics 34 (4) : 536-546. ScholarBank@NUS Repository. https://doi.org/10.1080/07350015.2015.1087855
Source Title: Journal of Business & Economic Statistics
URI: http://scholarbank.nus.edu.sg/handle/10635/141473
ISSN: 0735-0015
DOI: 10.1080/07350015.2015.1087855
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
File Description SizeFormatAccess SettingsVersion 
10.108007350015.2015.1087855.zip1.63 MBZIP

OPEN

NoneView/Download

SCOPUSTM   
Citations

2
checked on Nov 14, 2018

WEB OF SCIENCETM
Citations

2
checked on Nov 14, 2018

Page view(s)

46
checked on Nov 8, 2018

Download(s)

18
checked on Nov 8, 2018

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.