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Journal: Econometrics, 2017
Volume: 5
Number: 16
Article:
Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity
Authors:
by
Fabrizio Cipollini, Robert F. Engle and Giampiero M. Gallo
Link:
https://www.mdpi.com/2225-1146/5/2/16
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