@TECHREPORT {SFB649DP2015-042,
  AUTHOR={Lu, Meng-Jou and Chen, Cathy Yi-Hsuan and H\"{a}rdle, Karl Wolfgang},
  TITLE={{Copula-Based Factor Model for Credit Risk Analysis}},
  YEAR=2015,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2015-042.pdf},
  NUMBER={2015-042}
}