Corrigendum to: ``A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula'' (Q2668581)
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scientific article; zbMATH DE number 7485213
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Corrigendum to: ``A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula'' |
scientific article; zbMATH DE number 7485213 |
Statements
Corrigendum to: ``A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula'' (English)
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7 March 2022
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0.7364638447761536
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0.681689977645874
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0.6723734736442566
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0.6698285341262817
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0.664303183555603
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