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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
InĂ©s JimĂ©nez, AndrĂ©s Mora-Valencia, Trino-Manuel Ă‘Ăguez and Javier Perote
Link:
https://www.mdpi.com/2227-7390/8/12/2110
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