Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (Q6617825)

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scientific article; zbMATH DE number 7925263
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Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings
scientific article; zbMATH DE number 7925263

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    Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (English)
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    11 October 2024
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