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MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*

. International Economic Review, 47 (2): 527--556 (121 May 2006)doi: 10.1111/j.1468-2354.2006.00387.x.

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MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*. International Economic Review, 47 (2): 527--556 (121 05 2006)doi: 10.1111/j.1468-2354.2006.00387.x.Properties of optimal forecasts under asymmetric loss and nonlinearity, and . Journal of Econometrics, 140 (2): 884--918 (October 2007)Common factors in conditional distributions for bivariate time series, , and . Journal of Econometrics, 132 (1): 43--57 (May 2006)A review of copula models for economic time series.. J. Multivar. Anal., (2012)