SSRNOther
Dynamic Tail Dependence Among Assets
The research introduces a new model for better understanding and managing the risk associated with multiple asset classes, improving upon previous models.
Featured in No. 38 on 21 Feb 2024 · 6 days after release
- Released
- 15 Feb 2024
- First featured
- No. 38 · 21 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 8
- Identifier
- SSRN 4728326
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