%0 Journal Article
%T Modeling International Financial Returns with a Multivariate Regime-switching Copula
%A Chollete, Lorn
%A Heinen, Andras
%A Valdesogo, Alfonso
%J Journal of Financial Econometrics
%V 7
%N 4
%P 437-480
%@ 1479-8409
%D 2009-09-15
%I Oxford University Press
%~ DeepDyve