Mestel, Roland
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Managerial Economics Vol. 13 (2013) - Articles
The Testing of Causal Stock Returns-Trading Volume Dependencies with the Aid of Copulas
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Managerial Economics Vol. 18 No. 2 (2017) - Articles
MIDAS models in banking sector – systemic risk comparison
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Managerial Economics Vol. 13 (2013) - Articles
Modeling of Returns and Trading Volume by Regime Switching Copulas
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