Keywords: Copulas
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Journal Articles
Managerial Finance (2021) 47 (4): 441–465.
Published: 25 September 2020
... in Latin America during the period from January 2000 to December 2017 and copulas and multivariate models were applied. Findings The results indicated that the copula with the best fit for modeling the dependence structure of the markets was symmetric Joe-Clayton with time-varying parameters...

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