Conditional extreme risk, black swan hedging, and asset...

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Conditional extreme risk, black swan hedging, and asset prices

Rhee, S. Ghon, Wu, Feng
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Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2020.07.002
Date:
July, 2020
File:
PDF, 1.27 MB
2020
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