Modeling International Financial Returns with a...

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Modeling International Financial Returns with a Multivariate Regime Switching Copula

Chollete, Lorán, Valdesogo, Alfonso, Heinen, Andréas
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Year:
2008
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1102632
File:
PDF, 399 KB
2008
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