Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management (Q5952500)
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scientific article; zbMATH DE number 1690237
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| English | Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management |
scientific article; zbMATH DE number 1690237 |
Statements
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management (English)
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27 February 2002
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risk management
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conditional return distribution
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nonlinear dependence
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value-at-risk
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Istanbul stock exchange
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0.7207301259040833
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0.7138710021972656
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0.7068734765052795
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0.7046462893486023
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