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Journal: Mathematics, 2020
Volume: 8
Number: 2110

Article: Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies
Authors: by Inés Jiménez, Andrés Mora-Valencia, Trino-Manuel Ñíguez and Javier Perote
Link: https://www.mdpi.com/2227-7390/8/12/2110

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