Pair copula constructions to determine the dependence structure of Treasury bond yields
Autor: | Righi, Marcelo Brutti, Schlender, Sergio Guilherme *, Ceretta, Paulo Sergio |
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Zdroj: | In IIMB Management Review December 2015 27(4):216-227 |
Databáze: | ScienceDirect |
Externí odkaz: |