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Issue Date | Title | Author(s) |
---|---|---|
2019 | Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach | Karmakar, Madhusudan; Paul, Samit |
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- 1 Copula
- 1 CVaR
- 1 Intraday
- 1 Portfolio VaR
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