Time Series and Copula Dependency Analysis for Eurozone Sovereign Bond Returns

Journal of Fixed Income, Volume 24, No. 1, Summer 2014, pp75-87.

Author(s):

Naoshi Tsuschida

Rosella Giacometti

Young Shin Kim

Robert J. Frey

Journal of Fixed Income, Volume 24, No. 1, Summer 2014, pp75-87.
Type: Academic publication
Date: le 01/01/2014
Source : Journal of Fixed Income

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