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Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evolution
Aepli, Matthias D., Frauendorfer, Karl, FFss, Roland, Paraschiv, FlorentinaYear:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2657383
File:
PDF, 636 KB
english, 2015