A study on systematic risk among financial sub-markets based on the SETAR-Copula model
| Autor: | Beligiannis, Grigorios N., Xue, Xi, Fu, Yingzi, Xia, Siqin, Li, Xuesha |
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| Zdroj: | Proceedings of SPIE; January 2023, Vol. 12510 Issue: 1 p1251016-1251016-8 |
| Databáze: | Supplemental Index |
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