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Dependence Modeling and Risk Assessment of a Financial Portfolio with ARMA-APARCH-EVT models based on HACs. (arXiv:2105.09473v1 [q-fin.ST]) http://arxiv.org/abs/2105.09473
Dependence Modeling and Risk Assessment of a Financial Portfolio with ARMA-APARCH-EVT models based on HACs. (arXiv:2105.09473v1 [q-fin.ST]) http://arxiv.org/abs/2105.09473