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The dynamics of co-jumps, volatility and correlation
Clements, Adam
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Liao, Yin
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2013
Persistent link: https://www.econbiz.de/10009702943
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Modelling extreme risks in commodities and commodity currencies
Fuentes, Fernanda
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Herrera, Rodrigo
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Clements, Adam
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2016
Persistent link: https://www.econbiz.de/10011777185
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