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1.Grouping stock markets with time-varying Copula-GARCH model

CZAPKIEWICZ, Anna - MAJDOSZ, Paweł. Grouping stock markets with time-varying Copula-GARCH model. In Finance a úvěr : Czech journal of economics and finance. - Praha : UK Praha, Fakulta sociálních věd, 2014. ISSN 0015-1920, 2014, roč. 64, č. 2, s. 144-159.
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