Advances in Decision Sciences
Volume 2016 (2016), Article ID 5698452, 1 page
http://dx.doi.org/10.1155/2016/5698452

Corrigendum

Corrigendum to “A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula”

Didier Cossin,1,2,3 Henry Schellhorn,1,2,3 Nan Song,1,2,3 and Sachapon Tungsong1,2,3

¹IMD, 1001 Lausanne, Switzerland
²Claremont Graduate University, Claremont, CA 91711, USA
³Thammasat University, Bangkok, Thailand

Received 6 November 2016; Accepted 22 November 2016

Copyright © 2016 Didier Cossin et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

In the article titled “A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula” [1], the name of the fourth author was given incorrectly as Satjaporn Tungsong. The author’s name should have been written as Sachapon Tungsong. The revised authors’ list is shown above.

References

D. Cossin, H. Schellhorn, N. Song, and S. Tungsong, “A theoretical argument why the t-copula explains credit risk contagion better than the Gaussian copula,” Advances in Decision Sciences, vol. 2010, Article ID 546547, 29 pages, 2010.