Pair copula constructions to determine the dependence structure of treasury bond yields

Pair copula constructions to determine the dependence structure of treasury bond yields

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Bibliographic Details
Main Authors:	Marcelo Brutti Righi, Sergio Guilherme Schlender, Paulo Sergio Ceretta
Format:	Article
Language:	English
Published:	Elsevier 2015-12-01
Series:	IIMB Management Review
Online Access:	http://www.sciencedirect.com/science/article/pii/S0970389615001007

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