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Journal: Mathematics, 2019
Volume: 7
Number: 274
Article:
Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas
Authors:
by
Quanrui Song, Jianxu Liu and Songsak Sriboonchitta
Link:
https://www.mdpi.com/2227-7390/7/3/274
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