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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Mathematics of operations research"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Bollerslev, Tim"
~person:"Feinstein, Zachary"
~subject:"Ausreißer"
~subject:"Measurement"
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Scalar multivariate risk measures with a single eligible asset
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 899-922
Persistent link: https://www.econbiz.de/10013365032
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