Tails of correlation mixtures of elliptical copulas
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- Krenar AVDULAJ & Jozef BARUNIK, 2013.
"Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets,"
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More about this item
KeywordsIM10 IE43 Copula Tail dependence Penultimate tail dependence Stochastic correlation t-copula;
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