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). Using a battery of five econometric tests on three alternative risk measures; weekly observed absolute and squared mean …
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appealing downside risk (DR) framework suggested by Estrada (2008), which applies a similar optimization algorithm as the MV …
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The Chinese housing market has grown rapidly following its liberalization in the 1990s, generating significant economic activity and demand for base metals. In this paper, we discuss the evolution of the Chinese housing market and quantify its importance for the overall Chinese economy and its...
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