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Glosten, L.
5 Things I Wish I Knew About Covariance
(1993). Journal of Finance, 48, 1779-1801.
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TITLE:
Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock view look here
AUTHORS:
visit here Heni Boubaker, Nadia Sghaier
KEYWORDS:
Time-Varying Copulas, Markov-Switching Model, Oil Price Changes, GCC Stock Markets, VaR
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JOURNAL NAME:
Open Journal of Statistics,
Vol. .