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Journal: Sustainability, 2020
Volume: 12
Number: 4908

Article: Multiscale Quantile Correlation Coefficient: Measuring Tail Dependence of Financial Time Series
Authors: by Chao Xu, Jinchuan Ke, Xiaojun Zhao and Xiaofang Zhao
Link: https://www.mdpi.com/2071-1050/12/12/4908

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