Extreme Events and the Copula Pricing of Commercial Mortgaged Backed Securities

Author

Kian Guan LIM, Singapore Management UniversityFollow
Zhang-Yong Liu
Gang-Zhi Fan

Publication Type

Journal Article

Publication Date

2009

Discipline

Finance and Financial Management | Real Estate

Publication

Journal of Real Estate Finance and Economics

Volume

38

Issue

3

ISSN

0895-5638

Citation

LIM, Kian Guan; Liu, Zhang-Yong; and Fan, Gang-Zhi. Extreme Events and the Copula Pricing of Commercial Mortgaged Backed Securities. (2009). Journal of Real Estate Finance and Economics. 38, (3),.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/3189