DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793)
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scientific article; zbMATH DE number 7079053
Language | Label | Description | Also known as |
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English | 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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