Corrigendum to: ``A theoretical argument why the t-copula explains credit risk contagion better than the Gaussian copula

DOI10.1155/2016/5698452zbMATH Open1482.91212OpenAlexW2566923254WikidataQ59121470 ScholiaQ59121470MaRDI QIDQ2668581FDOQ2668581

Authors: Didier Cossin, Henry Schellhorn, Nan Song, Sachapon Tungsong 

Publication date: 7 March 2022

Published in: Advances in Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/5698452

Recommendations

• Corrigendum to: ``Multivariate composite copulas
• Decomposition and Characterization of Risk with a Continuum of Random Variables: Corrigendum
• Corrigendum to ``Tests of homogeneity for partially matched-pairs data
• Correction to: ``Best-possible bounds on the set of copulas with a given value of Spearman's footrule
• Corrigendum to ``A two sample test in high dimensional data

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Credit risk (91G40)

Cites Work

• A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula

Cited In (2)

• Correction to: ``Trinomial tree based option pricing model in supply chain financing
• Corrigendum to: ``Multivariate composite copulas

This page was built for publication: Corrigendum to: ``A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2668581)