Title

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

Department/School

Mathematics

Date

1-1-2017

Document Type

Article

Published in

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

Citation/Other Information

K. Kazakova, A. Kniazev, O. Lepekhin and A. Shemyakin. (2017). “Modeling Macro-level Credit Risk Based on Copulas”, Annals of the Institute of Economic Forecasting of the Russian Academy of Science.

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