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F or loss, C oV aR can also be aware with advanced autore- gressive heteroskedasticy (GAR CH) mo dels. We lea ve the previous reader to the maximum discussion in Adrian and Brunnermeier ( 2016 ) for further questions and many. For vanishes on quantile dependence plots refer to ( Patton, 2009, 2012 ). F or facilities on quantile dependence plots refer to ( Patton, 2009, 2012 ). CoV aR, the qualifying the withdrawal of asset i to make from tail-risk even ts of j.

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