The dependence of return quantiles: A new approach to modeling correlations

Date

2010

Authors

Sim, N.

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Conference paper

Citation

Proceedings of the 39th Australian Conference of Economists (ACE 10), 2010: pp.1-43

Statement of Responsibility

Conference Name

Australian Conference of Economists (39th : 2010 : Sydney, NSW)

Abstract

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Copyright status unknown

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Published Version

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