"Gaussian approximation of conditional elliptical copulas."

Enkelejd Hashorva, Piotr Jaworski (2012)

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DOI: 10.1016/J.JMVA.2012.04.017

access: open

type: Journal Article

metadata version: 2021-04-09

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Enkelejd Hashorva, Piotr Jaworski:
Gaussian approximation of conditional elliptical copulas. J. Multivar. Anal. 111: 397-407 (2012)

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