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"SCOMDY models based on pair-copula constructions with application to ..."

Aleksey Min, Claudia Czado (2014)

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DOI: 10.1016/J.CSDA.2012.08.003

access: closed

type: Journal Article

metadata version: 2021-10-14

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Aleksey Min, Claudia Czado:
SCOMDY models based on pair-copula constructions with application to exchange rates. Comput. Stat. Data Anal. 76: 523-535 (2014)

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