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Journal: Econometrics, 2017
Volume: 5
Number: 3
Article:
Regime Switching Vine Copula Models for Global Equity and Volatility Indices
Authors:
by
Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
Link:
https://www.mdpi.com/2225-1146/5/1/3
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