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~isPartOf:"CORE discussion paper : DP"
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Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
;
Heinen, Andréas
;
Valdesogo, Alfonso
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2008
Persistent link: https://www.econbiz.de/10003702731
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Copula-based orderings of multivariate dependence
Decancq, Koen
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2010
Persistent link: https://www.econbiz.de/10003969406
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