I have the same problem as copulamix, can't seem to find any articles online showing practical examples. can anyone direct me to a piece where it does?
Hi, i've got the same problem as this guy:
"Hey everyone, while I read lots of articles about this topic I have never found anything that really shows the mathematics, when calculating default correlation using the copula. Li's paper shows how he got his formula yet I really need to know how...
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