The Realized Hierarchical Archimedean Copula in Risk Modelling

Author: Okhrin Ostap   Tetereva Anastasija  

Publisher: MDPI

E-ISSN: 2225-1146|5|2|26-26

ISSN: 2225-1146

Source: Econometrics, Vol.5, Iss.2, 2017-06, pp. : 26-26

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Abstract