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Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk - MaRDI portal

Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk

From MaRDI portal
Publication:6617769

DOI10.1080/07350015.2019.1668797zbMATH Open1547.62708MaRDI QIDQ6617769

Juan Carlos Escanciano, Javier Hualde

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)






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