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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Cheng, Yihan"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
~subject:"expected shortfall"
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TWO-COMPONENT EXTREME VALUE DI...
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Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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