Time‐varying dynamics of expected shortfall in commodity futures markets.
| Autor: | Mehlitz, Julia S.1 (AUTHOR), Auer, Benjamin R.1,2,3 (AUTHOR) auer@b-tu.de |
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| Zdroj: | Journal of Futures Markets. Jun2021, Vol. 41 Issue 6, p895-925. 31p. |
| Databáze: | Business Source Ultimate |
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