Dynamic copula models and high frequency data

Journal of Empirical Finance 2015 / 01 Vol. 30

Dynamic copula models and high frequency data

De Lira Salvatierra, Irving, Patton, Andrew J.
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Volume:
30
Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2014.11.008
Date:
January, 2015
File:
PDF, 1.06 MB
english, 2015
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