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Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach. (arXiv:2311.17239v1 [q-fin.RM]) http://arxiv.org/abs/2311.17239
Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach. (arXiv:2311.17239v1 [q-fin.RM]) http://arxiv.org/abs/2311.17239