Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/masa/KimJS14
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Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data.
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Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data.
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