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Browsing by Author Mathys, Ludovic
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| Issue Date | Title | Author(s) | Type | Мp-cat. |
|---|---|---|---|---|
| 2021 | Intra-Horizon expected shortfall and risk structure in models with jumps | Farkas, Walter; Mathys, Ludovic; Vasiljevic, Nikola | Article | 21aM21a |