Generating random correlation matrices based on vines and extended onion method (Q56865714)

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Generating random correlation matrices based on vines and extended onion method
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    Generating random correlation matrices based on vines and extended onion method (English)
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    Daniel Lewandowski
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    Dorota Kurowicka
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    Harry Joe
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    October 2009
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    100
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    9
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    1989-2001
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