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Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns - MaRDI portal

Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns

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Publication:138908

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DOI10.21314/JOR.2016.342MaRDI QIDQ138908

Rudi Schäfer, Marcel Wollschläger

Publication date: October 2016

Published in: The Journal of Risk (Search for Journal in Brave)

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