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Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data
Kim, Jong-Min, Jung, Yoon-Sung, Sungur, Engin A.Volume:
9
Journal:
Model Assisted Statistics and Applications
DOI:
10.3233/mas-140303
Date:
October, 2014
Fichier:
PDF, 242 KB
2014