Modeling macro-level credit risk based on copulas (in Russian)

Journal article

K. Kazakova, A. Kniazev, O. Lepekhin and Arkady Shemyakin

Annals of the Institute of Economic Forecasting of the Russian Academy of Science.

2017

Abstract

Mathematics

Statistics and Probability

url

Link to Full TextView

5 Record Views

Title: Modeling macro-level credit risk based on copulas (in Russian)
Author/Creator: K. Kazakova
A. Kniazev
O. Lepekhin
Arkady Shemyakin - University of St. Thomas - Minnesota
Publication Details: Annals of the Institute of Economic Forecasting of the Russian Academy of Science.
Academic Unit: Mathematics
Language: English
Resource Type: Journal article
Record Identifier: 991015132170303691