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Journal of Business & Economic Statistics Volume 34, 2016 - Issue 4: Special Issue on Big Data
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Original Articles

Default Correlations and Large-Portfolio Credit Analysis

Jin-Chuan DuanRisk Management Institute, Business School and Department of Economics, National University of Singapore, Singapore ([email protected])
&
Weimin MiaoRisk Management Institute, National University of Singapore, Singapore ([email protected])
Pages 536-546 | Received 01 Feb 2015, Published online: 15 Sep 2016

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