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New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function.

Yoon-Sung JungJong-Min KimJinhwa Kim
Published in: Commun. Stat. Simul. Comput. (2008)
Keyphrases
  • dependence structure
  • newly defined
  • multiresolution
  • joint distribution
  • database
  • data sets
  • bayesian networks
  • edge detection
  • piecewise linear
  • semi parametric