Modelling default dependence in automotive supply networks using vine-copula
Author:
Affiliation:
1. School of Economics, Finance and Marketing, RMIT University , Melbourne, Australia.
Publisher
Informa UK Limited
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Strategy and Management
Link
https://www.tandfonline.com/doi/pdf/10.1080/00207543.2018.1443522
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1. Pair-copula constructions of multiple dependence
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5. Book reviews
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