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Home Analyzing systematic risk using non-linear marginal expected shortfall and its minimum spanning tree

Home Analyzing systematic risk using non-linear marginal expected shortfall and its minimum spanning tree

Analyzing systematic risk using non-linear marginal expected shortfall and its minimum spanning tree

저자

Jae Wook Song, Bonggyun Ko & Woojin Chang

저널 정보

Physica A, 491, pp. 289-304

출간연도

2018

링크