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Modelling international financial returns with a multivariate regime switching copula

Bibliographic reference Chollette, Loran ; Heinen, Andréas ; Valdesogo, Alfonso. Modelling international financial returns with a multivariate regime switching copula. ECON Discussion Papers ; 11 (2008) 46 pages
Permanent URL http://hdl.handle.net/2078.1/12654