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DYNAMIC ASSET CORRELATIONS BASED ON VINES

Econometric theory, 2019-02, Vol.35 (1), p.167-197 [Peer Reviewed Journal]

Copyright © Cambridge University Press 2018 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S026646661800004X

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