College of Arts and Sciences
Mathematics Faculty Publications & Data
Modeling macro-level credit risk based on copulas (in Russian)
Arkady Shemyakin, University of St. ThomasFollow
Annals of the Institute of Economic Forecasting of the Russian Academy of Science.
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.
Since August 31, 2021
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