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Institution Date Title Author
大葉大學 2010-12 Dependence Structure Across Stock and Foreign Exchange Markets-Evidence from A Dependence-Switching Copula Model Wang, Yu-Chiuan;Wu, Jyh-Lin;Lai, YiHao
大葉大學 2009-04 Optimal Dynamic Hedging via Copula-Threshold-GARCH Models Lai, YiHao;Chen, Cathy W.S.;Gerlach, Richard

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