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A semi-parametric dynamic conditional correlation framework for risk forecasting

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Storti, Giuseppe, Wang, Chao
Format:	Preprint
Publié:	2022
Sujets:	Risk Management Portfolio Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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