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The top documents tagged [copula models]
Dynamic Dependence in Corporate Credit Peter Christoffersen, University of Toronto Kris Jacobs, University of Houston Xisong Jin, University of Luxembourg
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Copula Models and Speculative Price Dynamics Umberto Cherubini University of Bologna RMI Workshop National University of Singapore, 5/2/2010
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Biostatistics
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A Copula Approach to Test Asymmetric Information with Applications to Predictive Modeling
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