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forecasting implications are also considered. Empirical analyses are conducted using data for the U.S., the U.K., and Australia …
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structural changes in the tail dependences. We use data for the U.S., the U.K. and Australia for the period 1990-2010 as a basis …
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forecasting implications are also considered. Empirical analyses are conducted using data for the U.S., the U.K., and Australia …
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