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Estimation and model selection of copulas with an application to exchange rates

H. Manner
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H. Manner: Quantitative Economics

No 56, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2007-01-01
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2007056

DOI: 10.26481/umamet.2007056

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