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Updated: 29/09/2009 13:45
The estimation of copulas: theory and practice
Abstract:
Authors:
Arthur CHARPENTIER
,
Jean-David FERMANIAN
&
Olivier SCAILLET
(2006)
JEL classification:
Keywords:
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http://83.145.66.219/ckfinder/userfiles/files/Pageperso/fermania/chapter-book-copula-density-estimation.pdf
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Abstract: