A New Risk Measure MMVaR: Properties and Empirical Research

Published 2023 View Full Article

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Title
A New Risk Measure MMVaR: Properties and Empirical Research
Authors
Keywords
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Journal
Journal of Systems Science & Complexity
Volume 36, Issue 5, Pages 2026-2045
Publisher
Springer Science and Business Media LLC
Online
2023-10-19
DOI
10.1007/s11424-023-2068-1
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