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Multivariate Time-Varying Copula GARCH Model and Its Application in the Financial Market Risk Measurement

Copyright © 2015 Qi-an Chen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium

Multivariate Time-Varying Copula GARCH Model and Its Application in the Financial Market Risk Measurement

Copyright © 2015 Qi-an Chen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium