Asset correlations and procyclical impact

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Bibliographische Detailangaben
Veröffentlicht in:The journal of risk model validation
1. Verfasser: Ho, Kung-Cheng (VerfasserIn)
Weitere Verfasser: Chen, Jiun-Lin (VerfasserIn), Lee, Shih-Cheng (VerfasserIn)
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Sprache:eng
Veröffentlicht: March 2017
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