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scientific article

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    author
    Jozef Komorník
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    Magda Komorníková
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    publication date
    8 January 2014
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    Mathematics Subject Classification ID
    91G70
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    91B84
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    62M10
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    62P05
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    zbMATH DE Number
    6243659
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    zbMATH Keywords
    copula
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    tail dependence
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    survival copula
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    reflections of copulas
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    stock index
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    returns of index investments
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    returns of gold investments
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