Copula based models for serial dependence

International Journal of Managerial Finance 2011 / 02 Vol. 7; Iss. 1

Copula based models for serial dependence

Vaz de Melo Mendes, Beatriz, Aíube, Cecília
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Volume:
7
Language:
english
Journal:
International Journal of Managerial Finance
DOI:
10.1108/17439131111109008
Date:
February, 2011
File:
PDF, 216 KB
english, 2011
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