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Testing for Structural Breaks in Factor Copula Models∗ Hans Manner1 , Florian Stark†2 , and Dominik Wied2 2 1 University of Graz, Institute of Economics
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Document Date: 2017-10-23 10:22:17
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Testing for Structural Breaks in Factor Copula Models∗ Hans Manner1 , Florian Stark†2 , and Dominik Wied2 2 1 University of Graz, Institute of Economics