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International Diversification: A Copula Approach
Journal of Banking and Finance, forthcoming (2010)
  • Lorán Chollete
  • Victor De la Pena, Columbia University
  • Ching-Chih Lu, National Chengchi University
Publication Date
Citation Information
Lorán Chollete, Victor De la Pena, and Ching-Chih Lu, (2011). "International Diversification: A Copula Approach" Journal of Banking and Finance