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Q4996487 - MaRDI portal

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scientific article; zbMATH DE number 7366629
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scientific article; zbMATH DE number 7366629

    Statements

    author
    Wuyi Ye
    0 references
    Y. W. Li
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    Zun Wu
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    publication date
    1 July 2021
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    zbMATH Keywords
    volatility index
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    tail index regression
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    CVaR
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    systematic tail risk
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    Identifiers

    zbMATH DE Number
    7366629
    0 references
     
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