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~isPartOf:"Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie"
~isPartOf:"International review of financial analysis"
~person:"Kumar, Satish"
~person:"Mendes, Beatriz Vaz de Melo"
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Multivariate Verteilung
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Multivariate distribution
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Aktienmarkt
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Kumar, Satish
Mendes, Beatriz Vaz de Melo
Fischer, Matthias
7
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3
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Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
International review of financial analysis
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Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Chauhan, Yogesh
; …
- In:
International review of financial analysis
63
(
2019
),
pp. 273-284
Persistent link: https://www.econbiz.de/10012207463
Saved in:
2
On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
International review of financial analysis
22
(
2012
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
Saved in:
3
How long memory in volatility affects true dependence structure
Mendes, Beatriz Vaz de Melo
;
Kolev, Nikolai
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10003792442
Saved in:
4
Measuring financial risks with copulas
Mendes, Beatriz Vaz de Melo
;
Souza, Rafael Martins de
- In:
International review of financial analysis
13
(
2004
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10002066867
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