Large returns, conditional correlation and portfolio diversification: a value-at-risk approach
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Publication:4646507
DOI10.1080/713665877zbMath1405.91573OpenAlexW2165565175MaRDI QIDQ4646507
Clive W. J. Granger, Paramsothy Silvapulle
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/713665877
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