The Copula-GARCH model of conditional dependencies: An international stock market application
| Year of publication: |
2006
|
|---|---|
| Authors: | Jondeau, Eric ; Rockinger, Michael |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 25.2006, 5, p. 827
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