Dependence structure analysis of KOSPI and NYSE based on time-varying copula models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of the Korean Data and Information Science Society
سال: 2013
ISSN: 1598-9402
DOI: 10.7465/jkdi.2013.24.6.1477