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Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns
Salazar, Yuri, Ng, Wing LonVolume:
42
Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2011.650256
Date:
March, 2013
File:
PDF, 595 KB
english, 2013