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Allen, David Edmund
Caporale, Guglielmo Maria
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Risk Measurement and risk modelling using applications of Vine Copulas
Allen, David Edmund
;
McAleer, Michael
;
Singh, Abhay K.
-
Facultad de Ciencias Económicas y Empresariales, …
-
2014
Vine copulas in an analysis of the co-dependencies of 10 major
European
Stock
Markets
, as represented by individual market …
Persistent link: https://www.econbiz.de/10011079162
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