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Robust estimation for copula Parameter in SCOMDY models

Year of publication:
2013
Authors: Kim, Byungsoo ; Lee, Sangyeol
Published in:
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 34.2013, 3, p. 302-314
Publisher: Wiley Blackwell
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text/html
Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10010642563
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