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		EURASIAN INTERNATIONAL SCIENTIFIC-ANALYTICAL EDITION	Russian

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The keyword "CVaR" Used in article(s) [1] Issue Article N 97 Sokolov B. I., Zhang Wenyi - Measuring tail- and systemic risk in the green segments of the stock markets of China and Russia: Empirical analysis based on the Garch-Cvar and Mes models (Russia, St. Petersburg)

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