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Keyword
Asset pricing
1
Asymmetric dependence
1
Conspicuous Consumption
1
Copula-GARCH
1
Counterfactual analysis
1
Marital Status
1
Metric entropy
1
Non-parametric kernel
1
Stochastic dominance
1
asymmetric dependence
1
bond term structure
1
bootstraps
1
kernel estimation
1
non-linearities
1
out-of-sample forecasting
1