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Dynamic discrete copula models for high-frequency stock price changes
Koopman, Siem Jan, Lit, Rutger, Lucas, André, Opschoor, AnneLanguage:
english
Journal:
Journal of Applied Econometrics
DOI:
10.1002/jae.2645
Date:
August, 2018
File:
PDF, 3.11 MB
english, 2018