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Testing for equality between conditional copulas given discretized conditioning events - MaRDI portal

Testing for equality between conditional copulas given discretized conditioning events

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Publication:5981750

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DOI10.1002/CJS.11742MaRDI QIDQ5981750

Jean‐David Fermanian, Aleksey Min, Alexis Derumigny

Publication date: 15 November 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

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