Advances in Decision Sciences

Advances in Decision Sciences / 2016 / Article

Corrigendum | Open Access

Volume 2016 |Article ID 5698452 | https://doi.org/10.1155/2016/5698452

Didier Cossin, Henry Schellhorn, Nan Song, Sachapon Tungsong, "Corrigendum to “A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula”", Advances in Decision Sciences, vol. 2016, Article ID 5698452, 1 page, 2016. https://doi.org/10.1155/2016/5698452

Corrigendum to “A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula”

Received06 Nov 2016
Accepted22 Nov 2016
Published19 Dec 2016

In the article titled “A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula” [1], the name of the fourth author was given incorrectly as Satjaporn Tungsong. The author’s name should have been written as Sachapon Tungsong. The revised authors’ list is shown above.

References

  1. D. Cossin, H. Schellhorn, N. Song, and S. Tungsong, “A theoretical argument why the t-copula explains credit risk contagion better than the Gaussian copula,” Advances in Decision Sciences, vol. 2010, Article ID 546547, 29 pages, 2010. View at: Publisher Site | Google Scholar

Copyright © 2016 Didier Cossin et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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