The exchange rate risk of Chinese yuan: Using VaR and ES based on extreme value theory
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Publication:5123515
DOI10.1080/02664760902846114OpenAlexW2033045806MaRDI QIDQ5123515
Chao Chen, Zongrun Wang, Yanju Zhou, Wei-Tao Wu
Publication date: 29 September 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760902846114
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