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Vine-copula GARCH model with dynamic conditional dependence
So, Mike K.P., Yeung, Cherry Y.T.Volume:
76
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2013.08.008
Date:
August, 2014
File:
PDF, 1.29 MB
english, 2014