Copula-Based Models for Financial Time Series
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-08 (All new papers)
- NEP-ECM-2008-03-08 (Econometrics)
- NEP-ETS-2008-03-08 (Econometric Time Series)
- NEP-FMK-2008-03-08 (Financial Markets)
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