Type of Publication: Article in Journal

Dynamic CoVaR Modeling and Estimation

Author(s):

Dimitriadis, T.; Hoga, Y.

Title of Journal:

Journal of Business & Economic Statistics

Volume (Publication Date):

44 (2026)

Number of Issue:

4

pages:

1086-1099

Digital Object Identifier (DOI):

doi:10.1080/07350015.2025.2590126

Citation:

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