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language:"eng"
subject:"Kredit"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial economics"
~person:"Chen, Rongda"
~subject:"Capital structure"
~subject:"Theory"
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The dependency measures of commercial bank risks : using an optimal copula selection method based on non-parametric kernel density
Jin, Chenglu
;
Chen, Rongda
;
Cheng, Diandian
;
Mo, Sitian
; …
- In:
Finance research letters
37
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485064
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