VaR-implied tail-correlation matrices
نویسندگان
چکیده
منابع مشابه
VaR–implied Tail–correlation Matrices
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ژورنال
عنوان ژورنال: Economics Letters
سال: 2014
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2013.10.025