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Modeling dependence based on mixture copulas and its application in risk management

✍ Scribed by Zi-sheng Ouyang; Hui Liao; Xiang-qun Yang

Book ID: 107500939
Publisher: SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year: 2009
Tongue: English
Weight: 169 KB
Volume: 24
Category: Article
ISSN: 1005-1031
DOI: 10.1007/s11766-009-2249-2

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