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Selecting and estimating regular vine copulae and application to financial returns

✍ Scribed by J. Dißmann; E.C. Brechmann; C. Czado; D. Kurowicka

Book ID: 119223968
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 681 KB
Volume: 59
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2012.08.010

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