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About tests of the "simplifying" assumption for conditional copulas

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Authors and Corporations: Derumigny, Alexis (Author), Fermanian, Jean-David (Author)
Other Authors: Fermanian, Jean-David [Author]
Type of Resource: E-Book
Language: English
published:
[Palaiseau] Centre de recherche en economie et statistique [2017]
Series: Centre de recherche en économie et statistique: Série des documents de travail ; no. 2017, 02
Source: Verbunddaten SWB
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