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Goodness-Of-Fit Tests for Multivariate Copula-Based Time Series Models

Econometric Theory - United Kingdom
doi 10.1017/s0266466615000419
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Abstract

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Categories
EconomicsEconometricsSocial Sciences
Date

January 29, 2016

Authors
Betina BerghausAxel Bücher
Publisher

Cambridge University Press (CUP)


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