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 Elements |
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| 10.108007350015.2015.1087855.zip | 1.63 MB | ZIP | OPEN | None | View/Download |
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