Do stock returns have an Archimedean copula? (Q5129070)
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scientific article; zbMATH DE number 7265910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do stock returns have an Archimedean copula? |
scientific article; zbMATH DE number 7265910 |
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Do stock returns have an Archimedean copula? (English)
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26 October 2020
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Archimedean copulas
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joint stock return distribution
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