December 04, 2008 book-chapter Credit risk dependence modeling with dynamic copula: An application to CDO tranches Advances in econometrics DOI: 10.1016/s0731-9053(08)22004-9 OpenAlex Authors 0 Author list not loaded yet. Cited by 0 stored of 4 References 1 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Modelling Dynamic Portfolio Credit Risk 2023 SSRN Electronic Journal preprint Economics, Econometrics and Finance Credit Risk and Financial Regulations Open access 34 citations 1 result