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    CSDA
    2004
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    Fitting bivariate cumulative returns with copulas
    14 years 13 days ago
    Fitting bivariate cumulative returns with copulas
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    We propose a copula based statistical method of fitting joint cumulative returns between a market index and a stock from the index family to daily data. Modifying the method of in...
    Werner Hürlimann
    claim paper
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