Reference health
A Hierarchical Archimedean Copula for Portfolio Credit Risk Modelling
1 of 9 checkable references need attention · checked 2026-08-29
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2289314
The 8 checked references that resolve
resolves10.1016/b978-044450896-6.50010-8
Modelling Dependence with Copulas and Applications to Risk Management
resolves10.1016/j.jmva.2009.10.005
Constructing hierarchical Archimedean copulas with Lévy subordinators
resolves10.1080/17446540500143913
Default dependence among corporate bond issuers: empirical evidence from time series data
resolves10.1016/j.jfs.2009.02.003
Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology
The 3 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedref9
no DOI — not checkedref12
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work were clean at the dated check: each resolved to a known work in a public registry, and none
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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-29 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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