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Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market
Roch, Oriol; Alegre Escolano, Antonio
Universitat de Barcelona
2010-05-11
Models economètrics
Gestió del risc
Econometric models
Risk management
cc-by-nc-nd, (c) Roch et al., 2005
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
Working Paper
Universitat de Barcelona. Facultat d'Economia i Empresa
         

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