Original language | English |
---|---|
Journal | Econometrics |
Volume | 5 |
Issue number | 26 |
DOIs | |
Publication status | Published - 2017 |
Externally published | Yes |
The Realized Hierarchical Archimedean Copula in Risk Modelling
O Okhrin, Anastasija Tetereva
Research output: Contribution to journal › Article › Academic › peer-review
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