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~isPartOf:"ECB Working Paper"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic interaction and coordination"
~person:"Liang, Fang"
~subject:"Financial market"
~subject:"Optionspreistheorie"
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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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