The skewed t distribution for portfolio credit risk

Advances in Econometrics

Volumn 22, Issue , 2008, Pages 55-83

  Hu, Wenbo ^a   Kercheval, Alec N ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 56849126071     PISSN: 07319053     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0731-9053(08)22003-7     Document Type: Review

References (21)

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