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~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Huang, Guanglin"
~person:"Liang, Fang"
~subject:"Measurement"
~subject:"Risikomanagement"
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Finance research letters
Journal of financial and quantitative analysis : JFQA
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Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
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Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
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