Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191)

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Copula-based multivariate GARCH model with uncorrelated dependent errors
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    title
    Copula-based multivariate GARCH model with uncorrelated dependent errors (English)
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    author
    Tae-Hwy Lee
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    Xiangdong Long
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    publication date
    4 July 2016
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