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A copula-based model of speculative price dynamics in discrete time
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References

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  • 2012The Econometrics of Financial Markets5,875 cited
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  • 1973Proof That Properly Discounted Present Values of Assets Vibrate Randomly243 cited

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Cited by

  • 2019Determining Distribution for the Product of Random Variables by Using Copulas37 cited
  • 2013A Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio29 cited