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Browsing Wirtschaftswissenschaftliche Fakultät by Author "c20e7db5-a296-41de-a91e-17884998ae28"

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Tail risk and long memory in financial markets

Nguyen, Duc Binh Benno (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2018)

This thesis investigates the tail risk properties and long memory in financial markets and implications for asset pricing and hedging.

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