On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
| Year of publication: |
2013
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|---|---|
| Authors: | Garmann, Sebastian ; Grundke, Peter |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 19.2013, 1 (1.1.), p. 75-88
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