【作者(必填)】Robert F. Engle
【文题(必填)】Compound Tail Risk
【年份(必填)】
【全文链接或数据库名称(选填)】The Journal of Portfolio Management 03 November 2023
https://www.pm-research.com/cont ... 3/11/03/jpm20231555
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楼主: weilinhy
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[文献求助] 求 Compound Tail Risk |
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已卖:474份资源 院士 4%
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As we all know, fBm cannot be used in finance, because it produces arbitrage.Therefore, fBm in finance is forb
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