"The copula directional dependence by stochastic volatility models."

Jong-Min Kim, S. Y. Hwang (2019)

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DOI: 10.1080/03610918.2017.1406512

access: closed

type: Journal Article

metadata version: 2022-11-11

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Jong-Min Kim, S. Y. Hwang:
The copula directional dependence by stochastic volatility models. Commun. Stat. Simul. Comput. 48(4): 1153-1175 (2019)

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