A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula. - Didier Cossin; Henry Schellhorn; Nan Song; Satjaporn Tungsong (Adv. Decis. Sci., 2010)

Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula". - Didier Cossin; Henry Schellhorn; Nan Song; Satjaporn Tungsong (Adv. Decis. Sci., 2016)