A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula

by Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong
Published 2010-01-01

Corrigendum to “A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula”

by Didier Cossin, Henry Schellhorn, Nan Song, Sachapon Tungsong
Published 2016-01-01