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Estimation of copula-based semiparametric time series models

Xiaohong Chen () and Yanqin Fan

Journal of Econometrics, 2006, vol. 130, issue 2, 307-335

Date: 2006
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Working Paper: Estimation of Copula-Based Semiparametric Time Series Models (2004) Downloads
Working Paper: Estimation of Copula-Based Semiparametric Time Series Models (2004) Downloads
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