Type of Publication: Article in Journal

Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns

Author(s):

Wollschläger, M.; Schäfer, R.

Title of Journal:

Journal of Risk

Volume (Publication Date):

19 (2016)

Number of Issue:

1

pages:

1-23

Digital Object Identifier (DOI):

doi:10.21314/JOR.2016.342

Link to complete version:

https://arxiv.org/abs/1506.08054

Citation:

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