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TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME-VARYING COPULAS

✍ Scribed by Hans Manner; Bertrand Candelon


Book ID
111047774
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
323 KB
Volume
15
Category
Article
ISSN
1361-374X

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The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not n