Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
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Publication:138908
DOI10.21314/JOR.2016.342MaRDI QIDQ138908FDOQ138908
Rudi Schäfer, Marcel Wollschläger
Publication date: October 2016
Published in: The Journal of Risk (Search for Journal in Brave)
Cited In (1)
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