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Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a
time-varying
mixed
copula
model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
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