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Co-dependence modelling
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Singh, Abhay K
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Financial Dependence Analysis: Applications of Vine Copulae
Allen, David E
;
Ashraf, Mohammad.A.
;
McAleer, Michael
; …
-
Institute of Economic Research, Kyoto University
-
2013
, and there is evidence of greater reliance on the Student t copula in the copula choice within the
tree
structures
for the …
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