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MODELING HIGH DIMENSIONAL ASSET PRICING RETURNS USING A DYNAMIC SKEWED COPULA MODEL
MODELING HIGH DIMENSIONAL ASSET PRICING RETURNS USING A DYNAMIC SKEWED COPULA MODEL
2019
Yuting Gong
Jufang Liang
Jie Zhu
Keywords:
Econometrics
Economics
Copula (linguistics)
Capital asset pricing model
high dimensional
Correction
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