Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach

Henryk Gurgul, Artur Machno. Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach. CEJOR, 24(3):763-786, 2016. [doi]

Authors

Henryk Gurgul

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Artur Machno

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