Copula based models for serial dependence
Year of publication: |
2011
|
---|---|
Authors: | Mendes, Beatriz Vaz de Melo ; Aíube, Cecília |
Published in: |
International Journal of Managerial Finance. - Emerald Group Publishing. - Vol. 7.2011, February, 1, p. 68-82
|
Publisher: |
Emerald Group Publishing |
Subject: | Financial analysis | Multivariate analysis | Time series analysis | United States of America |
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