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Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)

✍ Scribed by Silva Filho, Osvaldo C.; Ziegelmann, Flavio A.; Dueker, Michael J.


Book ID
121291843
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
651 KB
Volume
14
Category
Article
ISSN
1469-7688

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