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~subject:"Multivariate Verteilung"
~person:"Kim, Jong-Min"
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Multivariate Verteilung
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Kim, Jong-Min
Bormann, Carsten
6
Einmahl, John H. J.
6
Schienle, Melanie
6
Tiwari, Aviral Kumar
5
Schaumburg, Julia
4
Albulescu, Claudiu Tiberiu
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Can, Sami Umut
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Chabi-Yo, Fousseni
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Laeven, Roger J. A.
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Su, Jianxi
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Weiß, Gregor
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
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A quantile-copula approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
2
Can asymmetric conditional volatility imply asymmetric
tail
dependence
?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
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