Evolução e Diversificação do Risco Global: uma Abordagem com Modelo Cópula-DCC-GARCH

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ژورنال

عنوان ژورنال: Brazilian Review of Finance

سال: 2012

ISSN: 1984-5146,1679-0731

DOI: 10.12660/rbfin.v10n4.2012.4022