Testing the Gaussian Copula Hypothesis for Financial Assets...

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Testing the Gaussian Copula Hypothesis for Financial Assets Dependences

Malevergne, Yannick, Sornette, Didier
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Year:
2001
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.291140
File:
PDF, 461 KB
english, 2001
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