Dynamic D-vine copula model with applications to Value-at-Risk (VaR)
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Publication:2417030
DOI10.1515/jtse-2017-0016OpenAlexW2470223322WikidataQ127872783 ScholiaQ127872783MaRDI QIDQ2417030
Pedro L. Valls Pereira, Flávio Augusto Ziegelmann, Paula V. Tófoli, Osvaldo Candido
Publication date: 11 June 2019
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jtse-2017-0016
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