Copula-MGARCH with continuous covariance decomposition

Copula-MGARCH with continuous covariance decomposition

Herwartz, Helmut, Raters, Fabian H.C.
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Volume:
133
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2015.05.023
Date:
August, 2015
File:
PDF, 374 KB
english, 2015
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