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Browsing by Subject "Copula; regular vines; C-Vine, D-Vine; currency exchange rates; tail dependence; pair-copula constructions."

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Title: Conditional Dependence Modelling with Regular Vine Copulas Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi Date: 2019-01-01

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