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~subject:"Alpha Stable Distribution"
~subject:"COVID-19"
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Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
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2
Risk configuration of S&P 500 industries : sigma-risk and alpha-risk approximation
Günay, Samet
- In:
Margin: the journal of applied economic research
11
(
2017
)
2
,
pp. 196-221
Persistent link: https://www.econbiz.de/10011690981
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