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~isPartOf:"CESifo Working Paper Series"
~person:"Gronwald, Marc"
~subject:"Multivariate distribution"
~type:"book"
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Multivariate distribution
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The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis
Gronwald, Marc
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2013
This paper applies different copulas in order to investigate the complex dependence structure between
EU
emission …
Persistent link: https://www.econbiz.de/10013093522
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