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Bu, R 
ORCID: 0000-0002-3947-3038, Giet, L, Hadri, K and Lubrano, M
(2011)
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations.
Journal of Financial Econometrics, 9 (1).
pp. 198-236.