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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Chu, Amanda M. Y."
~subject:"Derivat"
~subject:"Risk measure"
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Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
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