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Research Article
Advances in Decision Sciences
Volume 2016, Article ID 5698452, 1 page
http://dx.doi.org/10.1155/2016/5698452
Corrigendum

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

1IMD, 1001 Lausanne, Switzerland
2Claremont Graduate University, Claremont, CA 91711, USA
3Thammasat University, Bangkok, Thailand

Received 6 November 2016; Accepted 22 November 2016

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.

How to Cite this Article

Didier Cossin, Henry Schellhorn, Nan Song, and 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 pages, 2016. https://doi.org/10.1155/2016/5698452.