Vine Copula Specifications for Stationary Multivariate Markov Chains
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Title
Vine Copula Specifications for Stationary Multivariate Markov Chains
Authors
Keywords
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Journal
JOURNAL OF TIME SERIES ANALYSIS
Volume 36, Issue 2, Pages 228-246
Publisher
Wiley
Online
2014-11-29
DOI
10.1111/jtsa.12103
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