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Vector copulas

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Publication:6349061

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DOI10.1016/j.jeconom.2021.11.012arXiv2009.06558MaRDI QIDQ6349061

Yanqin Fan, Marc Henry

Publication date: 14 September 2020

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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