Spectral density tests in VaR failure correlation analysis
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
سال: 2015
ISSN: 1899-3192,2392-0041
DOI: 10.15611/pn.2015.381.18