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Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures |
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| Authors: | Gregor NF Weiß |
| Institution: | a Technische Universität Dortmund, Juniorprofessur für Finance, Otto-Hahn-Straße 6a, D-44227 Dortmund, Germany |
| Abstract: | |
| Keywords: | Dependence structures Risk management Copulas Goodness-of-fit-testing |
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