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Displaying results 1 to 6 of 6.
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Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
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Cyclical dependence in market neutral hedge funds
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Extreme value statistics in semi-supervised models
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Tail copula estimation for heteroscedastic extremes
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How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?
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Crash risk in the Nordic stock market
a cross-sectional analysis