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~isPartOf:"Arbeitspapiere"
~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
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~subject:"t-Verteilung"
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Conditional Dependency of Financial Series: The Copula-GARCH Model
Jondeau, Eric
;
Rockinger, Michael
-
2002
This paper developes a new methodology to measure conditional dependency between time series each driven by complicated marginal distributions.
Persistent link: https://www.econbiz.de/10005843431
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