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source:"econis"
subject:"Volatility"
~isPartOf:"Pacific-Basin finance journal"
~person:"Gong, Xiao-Li"
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Pacific-Basin finance journal
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Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
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