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Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model

Bibliographic reference Heinen, Andréas ; Valdesogo Robles, Alfonso. Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model. CORE Discussion Paper ; 2009/69 (2009)
Permanent URL http://hdl.handle.net/2078.1/28672