Cite
HARVARD Citation
Luo, C. et al. (2016). An empirical study on the correlation structure of credit spreads based on the dynamic and pair copula functions. China finance review international. 6 (3), pp. 284-303. [Online].
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Luo, C. et al. (2016). An empirical study on the correlation structure of credit spreads based on the dynamic and pair copula functions. China finance review international. 6 (3), pp. 284-303. [Online].