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Tail risk analysis of the S&P/OIC COMCEC 50 index
Bekri, Mahmoud
;
Young Shin (Aaron) Kim
- In:
Borsa Istanbul Review
15
(
2015
)
1
,
pp. 1-16
use of the
stable
distributions
achieves a great amelioration of the modelling of the S&P/OIC COMCEC 50, considering the …
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