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Li, Xiaolin (4)
Rachev, Svetlozar T (4)
Bishop, Christopher. (3)Lu, Tianyu (3)Zhu, Wei (3)Kurosaki, Tetsuo (1)Smith, Noah. (1)Xing, Haipeng (1)Subject
Applied mathematics (4)
Chinese Equity Market, Factor model, Heavy tailed distributions, Portfolio Optimization, Risk management, Time series Analysis (3)CoVaR, GARCH model, Markov switching model, Normal tempered stable distribution, Systemic risk (1)... View MoreDate Issued2013 (3)2015 (1)Has File(s)Yes (4)