| Title: | Dynamic distributions and changing copulas |
| Authors: | Harvey, Andrew C |
| Keywords: | Concordance contagion exponentially weighted moving average; quantiles; signal extraction tail dependence |
| Issue Date: | Sep-2008 |
| Publisher: | Faculty of Economics, University of Cambridge, UK |
| Series/Report no.: | CWPE 839 |
| URI: | http://www.dspace.cam.ac.uk/handle/1810/229383 |
| Appears in Collections: | Cambridge Working Papers in Economics |
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