Vulnerability-CoVaR: investigating the crypto-market (Q5039634)
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scientific article; zbMATH DE number 7595445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vulnerability-CoVaR: investigating the crypto-market |
scientific article; zbMATH DE number 7595445 |
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Vulnerability-CoVaR: investigating the crypto-market (English)
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30 September 2022
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copula
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conditional value-at-risk
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cryptocurrency
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systemic risk
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