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By Mabitsela Lesedi   Maré Eben   Kufakunesu Rodwell  

Journal of Risk and Financial Management, Vol. 8, Iss. 1, 2015-02 ,pp. : 103-126

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VaR and CVaR Implied in Option Prices

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China’s Stock Market Integration with a Leading Power and a Close Neighbor

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The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective

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