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Härdle, Wolfgang (contributor); Okhrin, Ostap (contributor) - 2008

In this paper we provide a review of copula theory with applications to finance. We illustrate the idea on the …

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Mercereau, Benoît - 2002

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Engle, Robert F.; Colacito, Riccardo - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 2, pp. 238-253

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