The economic value of range-based covariance between stock and bond returns with dynamic copulas
| Year of publication: |
2011
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|---|---|
| Authors: | Wu, Chih-Chiang ; Liang, Shin-Shun |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 18.2011, 4, p. 711-728
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