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Discrete Dynamics in Nature and Society
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Discrete Dynamics in Nature and Society
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2015
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Article
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Tab 3
Research Article
Asymmetric Procyclicality of Chinese Banking and the Countercyclical Buffer of Basel III
Table 3
Results for the copula models.
Coefficient
Std error
AIC
BIC
LLF
Static Gaussian
Static SJC
Time-varying Gaussian
Time-varying SJC
Constant
Constant