"A New Risk Measure MMVaR: Properties and Empirical Research."

Keqi Tan, Yu Chen, Dan Chen (2023)

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DOI: 10.1007/S11424-023-2068-1

access: closed

type: Journal Article

metadata version: 2023-10-30

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Keqi Tan, Yu Chen, Dan Chen:
A New Risk Measure MMVaR: Properties and Empirical Research. J. Syst. Sci. Complex. 36(5): 2026-2045 (2023)

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