Asymmetric Dependence Patterns in Financial Time Series

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Asymmetric Dependence Patterns in Financial Time Series

Ammann, Manuel, Süss, Stephan
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Year:
2008
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1310684
File:
PDF, 1.26 MB
english, 2008
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