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Tatra Mountains Mathematical Publications
Volume 69 (2017): Issue 1 (June 2017)
Open Access
Multidimensional Copula Models for Parallel Development of the Us Bond Market Indices
Jozef Komorník
Jozef Komorník
,
Magdaléna Komorníková
Magdaléna Komorníková
,
Tomáš Bacigál
Tomáš Bacigál
and
Cuong Nguyen
Cuong Nguyen
| Mar 23, 2018
Tatra Mountains Mathematical Publications
Volume 69 (2017): Issue 1 (June 2017)
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Published Online:
Mar 23, 2018
Page range:
61 - 73
Received:
Apr 13, 2017
DOI:
https://doi.org/10.1515/tmmp-2017-0014
Keywords
bond market indices
,
Copulas
,
Cramer-von Mises test statistics
,
GoF test
,
Vuong and Clarke tests
© 2018
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
Jozef Komorník
Faculty of Management Comenius University Odbojárov 10 SK-831-04
Bratislava, Slovakia
Magdaléna Komorníková
Faculty of Civil Engineering STU Radlinského 11 SK-810-05
Bratislava, Slovakia
Tomáš Bacigál
Faculty of Civil Engineering STU Radlinského 11 SK-810-05
Bratislava, Slovakia
Cuong Nguyen
Faculty of Commerce Lincoln University NZ
Canterbury, New Zealand