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~isPartOf:"Econometric theory"
~isPartOf:"Emerging markets review"
~isPartOf:"International journal of forecasting"
~person:"Fuertes, Ana María"
~subject:"ARCH model"
~subject:"Aktienmarkt"
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Fuertes, Ana María
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Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
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