Journal Articles
Journal of Financial Econometrics
Year : 2009
Andreas Heinen : Connect in order to contact the contributor
https://cyu.hal.science/hal-03677684
Submitted on : Tuesday, May 24, 2022-7:04:46 PM
Last modification on : Friday, March 29, 2024-10:22:06 AM
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L. Chollete, A. Heinen, A. Valdesogo. Modeling International Financial Returns with a Multivariate Regime-switching Copula. Journal of Financial Econometrics, 2009, 7 (4), pp.437-480. ⟨10.1093/jjfinec/nbp014⟩. ⟨hal-03677684⟩
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