Copula-Based Factor Models for Multivariate Asset Returns

Author： Ivanov Eugen   Min Aleksey   Ramsauer Franz  

Publisher： MDPI

E-ISSN： 2225-1146|5|2|20-20

ISSN： 2225-1146

Source： Econometrics, Vol.5, Iss.2, 2017-05, pp. : 20-20

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