Regime Switching Vine Copula Models for Global Equity and Volatility Indices

Author: Fink Holger   Klimova Yulia   Czado Claudia   Stöber Jakob  

Publisher: MDPI

E-ISSN: 2225-1146|5|1|3-3

ISSN: 2225-1146

Source: Econometrics, Vol.5, Iss.1, 2017-01, pp. : 3-3

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Abstract