Modelling credit card exposure at default using vine copula quantile regression (Q6168620)
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scientific article; zbMATH DE number 7709942
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| English | Modelling credit card exposure at default using vine copula quantile regression |
scientific article; zbMATH DE number 7709942 |
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Modelling credit card exposure at default using vine copula quantile regression (English)
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11 July 2023
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risk analysis
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credit cards
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exposure at default
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quantile regression
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vine copulas
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