Browsing Dissertationen by Subject "Tail Risk"

Browsing Dissertationen by Subject "Tail Risk"

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  • 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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