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HARVARD Citation
Liu, B. et al. (2017). A new time-varying optimal copula model identifying the dependence across markets. Quantitative finance. 17 (3), pp. 437-453. [Online].
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Liu, B. et al. (2017). A new time-varying optimal copula model identifying the dependence across markets. Quantitative finance. 17 (3), pp. 437-453. [Online].