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The top documents tagged [crosssection dependence]
Copula-Based Model for the Term Structure of CDO Tranches
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International R&D Spillovers and other Unobserved Common Spillovers and Shocks*
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A Copula-Based Model of the Term Structure of CDO Tranches U. Cherubini – S. Mulinacci – S. Romagnoli University of Bologna International Financial Research
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Panel Data Analysis Using GAUSS
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