Estimating dynamic copula dependence using intraday data (Q2687886)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating dynamic copula dependence using intraday data |
scientific article |
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Estimating dynamic copula dependence using intraday data (English)
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7 March 2023
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copula
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high-frequency data
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intraday dependence
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time-varying dependence
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value-at-risk
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