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~isPartOf:"Applied economics"
~person:"Hung, Jui-Cheng"
~subject:"Correlation"
~subject:"Risk measure"
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Hung, Jui-Cheng
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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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