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

Authors

  • 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

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How to Cite

Wanitjirattikal, P., & Kiatsupaibul, S. (2015). 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

Issue

Vol.12 No.2 (April-June 2007)

Section

Articles