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"A review of copula models for economic time series."

Andrew J. Patton (2012)

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DOI: 10.1016/j.jmva.2012.02.021

access: open

type: Journal Article

metadata version: 2021-02-17

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Andrew J. Patton:
A review of copula models for economic time series. J. Multivar. Anal. 110: 4-18 (2012)

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