"Managing risk with a realized copula parameter."

Matthias R. Fengler, Ostap Okhrin (2016)

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DOI: 10.1016/J.CSDA.2014.07.011

access: closed

type: Journal Article

metadata version: 2024-10-06

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Matthias R. Fengler, Ostap Okhrin:
Managing risk with a realized copula parameter. Comput. Stat. Data Anal. 100: 131-152 (2016)

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