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A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence

✍ Scribed by Wei Sun; Svetlozar Rachev; Frank J. Fabozzi; Petko S. Kalev


Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
486 KB
Volume
36
Category
Article
ISSN
0377-7332

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