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Semiparametric Archimedean copulas, which have a fexible
dependence structure because of the special way constructed by using
the existing archimedean generator, can describe the dependence
structure between the financial data auto-adaptively. The empirical
results on the exchange rate market suggest that the semiparametric
Archimedean copula is more flexible than the other three copulas,
and is suggestive when selecting copulas.