Small sample properties of copula-GARCH modelling: a Monte Carlo study
| Year of publication: |
2011
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|---|---|
| Authors: | Bianchi, Carluccio ; De Giuli, Maria Elena ; Fantazzini, Dean ; Maggi, Mario |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 21 (1.11.), p. 1587-1598
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