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Journal: Econometrics, 2017
Volume: 5
Number: 21
Article:
Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting
Authors:
by
Benedikt Schamberger, Lutz F. Gruber and Claudia Czado
Link:
https://www.mdpi.com/2225-1146/5/2/21
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