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The dependence structure and portfolio risk of Malaysia's foreign exchange rates: the Bayesian GARCH–EVT–copula model
Xiu Wei Yeap, Hooi Hooi Lean*, Marius Galabe Sampid, Haslifah Mohamad Hasim
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
9
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(Scopus)