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Copula Methods for Forecasting Multivariate Time Series

Handbook of Economic Forecasting, 2013, Vol.2, p.899-960

2013 Elsevier B.V. ;ISSN: 1574-0706 ;ISBN: 9780444627322 ;ISBN: 0444627324 ;DOI: 10.1016/B978-0-444-62731-5.00016-6

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