Inhomogeneous Dependence Modeling with Time-Varying Copulae
| Year of publication: |
2009
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|---|---|
| Authors: | Giacomini, Enzo ; Härdle, Wolfgang ; Spokoiny, Vladimir |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 27.2009, 2, p. 224-234
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