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This article examines the notion of distortion of copulas, a natural extension of distortion within the univariate framework. We study three approaches to this extension: (1) distortion of the margins alone while keeping the original copula structure, (2) distortion of the margins while...
Persistent link: https://www.econbiz.de/10008596415
the emergence of secondary markets from the flow part of the economy. Real and nominal residuals at first give rise to the …
Persistent link: https://www.econbiz.de/10009277271