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~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~person:"Anagnostou, I."
~subject:"CAPM"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
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Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
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