Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963)

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Copula based multivariate semi-Markov models with applications in high-frequency finance
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    Copula based multivariate semi-Markov models with applications in high-frequency finance (English)
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    25 July 2018
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    finance
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    stochastic processes
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    applied probability
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    portfolio analysis
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