DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793)

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scientific article; zbMATH DE number 7079053
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DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
scientific article; zbMATH DE number 7079053

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    DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (English)
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    11 July 2019
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    financial data dependence structure
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    mixture copulas
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