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Review of quantitative finance and accounting
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Multiday expected shortfall under generalized t distributions : evidence from global stock market
Iqbal, Robina
;
Sorwar, Ghulam
;
Baker, Rose
;
Choudhry, Taufiq
- In:
Review of quantitative finance and accounting
55
(
2020
)
3
,
pp. 803-825
Persistent link: https://www.econbiz.de/10012304001
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