<section name="raw">
    <SEQUENTIAL>
      <record key="001" att1="001" value="176049" att2="176049">001   176049</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Aufsatz, Zeitschrift</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="079" subkey="y">http://dx.doi.org/10.1007/s00181-008-0192-3</field>
      <field key="079" subkey="z">Sun, Wei - et al., A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based</field>
      <field key="sim" subkey="u">lation of tail dependence (pdf)</field>
      <field key="100" subkey="">Sun, Wei</field>
      <field key="103" subkey="">Institute for Statistics and Mathematical Economics, University of Karlsruhe, Karlsruhe Institute of Technology, Karlsruhe,</field>
      <field key="Ger" subkey="m">any</field>
      <field key="104" subkey="a">Rachev, Svetlozar</field>
      <field key="107" subkey="">Institute for Statistics and Mathematical Economics, University of Karlsruhe, Karlsruhe Institute of Technology, Karlsruhe,</field>
      <field key="Ger" subkey="m">any, and Department of Statistics and Applied Probability, University of California, Santa Barbara, CA, USA</field>
      <field key="108" subkey="a">Fabozzi, Frank J.</field>
      <field key="111" subkey="">Yale School of Management, New Haven, CT, USA</field>
      <field key="112" subkey="a">et al.</field>
      <field key="331" subkey="">A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail</field>
      <field key="dep" subkey="e">ndence</field>
      <field key="542" subkey="">0377-7332</field>
      <field key="542" subkey="w">1435-8921</field>
      <field key="544" subkey="n">EE36.2009(1);9</field>
      <field key="590" subkey="">Empirical Economics, A Journal of the Institute for Advanced Studies, Vienna, Austria</field>
      <field key="596" subkey="a">36.2009, issue 1, 201 - 229</field>
      <field key="700" subkey="">C15</field>
      <field key="700" subkey="">C46</field>
      <field key="700" subkey="">C52</field>
      <field key="700" subkey="">G15</field>
      <field key="720" subkey="">Copula</field>
      <field key="720" subkey="">Fractional Gaussian noise</field>
      <field key="720" subkey="">High-frequency data</field>
      <field key="720" subkey="">Self-similarity</field>
      <field key="720" subkey="">Tail dependence</field>
    </SEQUENTIAL>
  </section>