Tail Dependenceo f Student'st Copula and Double t Copula and Their Effects on Pricing Credit Derivative

  • Puntipa Wanitjirattikal Department of Statistics Faculty of Commerce and Accountancy, Chulalongkorn University, Bangkok 10330
  • Seksan Kiatsupaibul Department of Statistics Faculty of Commerce and Accountancy, Chulalongkorn University, Bangkok 10330

Abstract

-

Downloads

Download data is not yet available.
How to Cite
Wanitjirattikal, P., & Kiatsupaibul, S. (1). Tail Dependenceo f Student’st Copula and Double t Copula and Their Effects on Pricing Credit Derivative. Science & Technology Asia, 12(2), 1-9. Retrieved from https://ph02.tci-thaijo.org/index.php/SciTechAsia/article/view/41513
Section
Articles