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Journal: Risks, 2023
Volume: 11
Number: 35

Article: Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach
Authors: by Arief Hakim and Khreshna Syuhada
Link: https://www.mdpi.com/2227-9091/11/2/35

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