Journal of Financial Risk Management

ISSN: 2167-9533
eISSN: 2167-9541
Publisher: Scientific Research Publishing

Publications (2)

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Journal article
Unpublished / Preprint

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Abstract

On the power and size properties of cointegration tests in the light of high-frequency stylized facts (2017) Krauß C, Herrmann K Journal article Application of Vine Copulas to Credit Portfolio Risk Modeling (2016) Fischer M, Geidosch M Journal article, Original article