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An application of copulas in modeling interest rate and equity returns in the Egyptian market

Despite existing in the statistical literature since the early 20th century, copulas have only started to become widely applied to areas such as finance, economics, and actuarial science in the 21st century. With several economic crises plaguing the world at a greater frequency in the past few decad...

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Bibliographic Details
Main Author: Abuallail, Ibrahim Mohamed
Format: Thesis
Published: AUC Knowledge Fountain 2018
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