Shiu Fung Wong

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Person:2968466



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach
Journal of Time Series Analysis
2017-03-16Paper


Research outcomes over time


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