Keywords: Copulas
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Journal Articles
Journal of Economic Studies (2014) 41 (2): 253–271.
Published: 04 March 2014
...Osvaldo Candido Silva Filho; Flavio Augusto Ziegelmann Purpose – The aim of this paper is to measure and evaluate the relationship between returns-volatility and trading volume and returns and volatility of financial market indexes using time-varying copulas. Design/methodology/approach...

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