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Journal: J. Risk Financial Manag., 2023
Volume: 16
Number: 212
Article:
Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets
Authors:
by
Sangwhan Kim and Anil K. Bera
Link:
https://www.mdpi.com/1911-8074/16/4/212
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