Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
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References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-09-29 (All new papers)
- NEP-CFN-2005-09-29 (Corporate Finance)
- NEP-ETS-2005-09-29 (Econometric Time Series)
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