300 Jay St
Brooklyn, NY 11201
City University of New York (CUNY) - New York City College of Technology
Tail dependence, Asymmetric dependence, GARCH Model, Empirical Copula, SJC copula, Time-varying SJC copula, Maximum likelihood Method
Garch model, SJC copula, Time-varying SJC copula, Maximum likelihood Estimation, Extreme dependence, Lower tail dependency, Upper tail dependency
Credit default swaps, stochastic hazard rate process, stochastic interest rate process
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