Browsing by Subject "Tail dependence coefficients"
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Latin american exchange rate dependencies : a regular vine copula approach(Banco de la República, 2012-08-15) Loaiza-Maya, Rubén Albeiro; Gómez-González, José Eduardo; Melo-Velandia, Luis FernandoDocumentos de Trabajo. 2012-08-15Borradores de Economía; No. 729