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The Copula-GARCH model of conditional dependencies: An international stock market application

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  • Jondeau, Eric
  • Rockinger, Michael

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  • Jondeau, Eric & Rockinger, Michael, 2006. "The Copula-GARCH model of conditional dependencies: An international stock market application," Journal of International Money and Finance, Elsevier, vol. 25(5), pages 827-853, August.
  • Handle: RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853
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