A Survey on Time-Varying Copulas: Specification, Simulations, and Application
| Year of publication: |
2012
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|---|---|
| Authors: | Manner, Hans ; Reznikova, Olga |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 31.2012, 6 (1.11.), p. 654-688
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