Service interruption on Monday 11 July from 12:30 to 13:00: all the sites of the CCSD (HAL, EpiSciences, SciencesConf, AureHAL) will be inaccessible (network hardware connection).
Skip to Main content Skip to Navigation
Book sections

Dynamic Copula Processes: A new Way of Modelling CDO Tranches

Daniel Totouom Tangho 1 Margaret Armstrong 1 
1 CERNA i3 - Centre d'économie industrielle i3
Document type :
Book sections
Complete list of metadata
https://hal-mines-paristech.archives-ouvertes.fr/hal-00842103
Contributor : Bibliothèque MINES ParisTech Connect in order to contact the contributor
Submitted on : Sunday, July 7, 2013 - 6:10:42 PM
Last modification on : Wednesday, November 17, 2021 - 12:31:43 PM

Identifiers

  • HAL Id : hal-00842103, version 1

Collections

INSTITUT-TELECOM | ENSMP | CNRS | ENSMP_CERNA | PARISTECH | PSL | ENSMP_DR

Citation

Daniel Totouom Tangho, Margaret Armstrong. Dynamic Copula Processes: A new Way of Modelling CDO Tranches. Thomas B. Fomby, Jean-Pierre Fouque, and Knut Solna. Econometrics and Risk Management, Emerald, pp.85-102, 2008, Advances in Econometrics v. 22, 9781848551961. ⟨hal-00842103⟩

Export

BibTeX TEI DC DCterms EndNote Datacite

Share

Metrics

Record views

57