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isPartOf:"Applied economics"
~person:"Su, Jung-bin"
~person:"Trucíos, Carlos"
~subject:"ARCH-Modell"
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ARCH-Modell
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Su, Jung-bin
Trucíos, Carlos
Wang, Yi-Hsien
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Chang, Matthew C.
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Dar, Arif Billah
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Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
2
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
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