Regime Switching Vine Copula Models for Global Equity and...

Regime Switching Vine Copula Models for Global Equity and Volatility Indices

Fink, Holger, Klimova, Yulia, Czado, Claudia, Stöber, Jakob
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Volume:
5
Language:
english
Journal:
Econometrics
DOI:
10.3390/econometrics5010003
Date:
January, 2017
File:
PDF, 2.20 MB
english, 2017
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