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On the structure and estimation of hierarchical Archimedean copulas

✍ Scribed by Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang

Book ID: 120169948
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 833 KB
Volume: 173
Category: Article
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2012.12.001

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