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Measuring extreme risk of sustainable financial system using GJR-GARCH model trading data-based
Ma, Xiaomeng, Yang, Ruixian, Zou, Dong, Liu, RuiLangue:
english
Journal:
International Journal of Information Management
DOI:
10.1016/j.ijinfomgt.2018.12.013
Date:
January, 2019
Fichier:
PDF, 2.69 MB
english, 2019