"Regime switches in the dependence structure of multidimensional financial ..."

Jakob Stöber, Claudia Czado (2014)

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DOI: 10.1016/J.CSDA.2013.04.002

access: closed

type: Journal Article

metadata version: 2020-02-18

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Jakob Stöber, Claudia Czado:
Regime switches in the dependence structure of multidimensional financial data. Comput. Stat. Data Anal. 76: 672-686 (2014)

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