Taima, H. (2008). Modelling dependence in cointegrated data: Copula-based cointegrated vector autoregressive models. University of the Philippines.
Cita Chicago (17th ed.)Taima, Hideaki. Modelling Dependence in Cointegrated Data: Copula-based Cointegrated Vector Autoregressive Models. Quezon City: University of the Philippines, 2008.
Cita MLA (9th ed.)Taima, Hideaki. Modelling Dependence in Cointegrated Data: Copula-based Cointegrated Vector Autoregressive Models. University of the Philippines, 2008.
Atenció: Aquestes cites poden no estar 100% correctes.