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zbMath1238.91119MaRDI QIDQ2888114

Giorgia Rivieccio

Publication date: 30 May 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Archimedean copula tail dependence GARCH model

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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