Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266)

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scientific article; zbMATH DE number 7001601
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Testing the Gaussian copula hypothesis for financial assets dependences
scientific article; zbMATH DE number 7001601

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    Testing the Gaussian copula hypothesis for financial assets dependences (English)
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    14 January 2019
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    Gaussian copula hypothesis
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    financial assets dependences
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    Student copula
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