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~isPartOf:"ECB Working Paper"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic interaction and coordination"
~person:"Huang, Zhuo"
~person:"Kapinos, Pavel"
~subject:"ARCH model"
~subject:"Financial market"
~subject:"Optionspreistheorie"
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ECB Working Paper
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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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Dynamic comovement among banks, systemic risk, and the macroeconomy
Kapinos, Pavel
;
Kishor, N. Kundan
;
Ma, Jun
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013461953
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