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Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach

Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta. Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach. Axioms, 11(12):669, 2022. [doi]

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