An empirical analysis of multivariate copula models

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Publication:3650966

DOI10.1080/14697680802595650zbMath1180.91314OpenAlexW1988471447MaRDI QIDQ3650966

Christian Köck, Florian Weigert, Matthias Fischer, Stephan Schlueter

Publication date: 7 December 2009

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://www.ssoar.info/ssoar/handle/document/22138




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