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Study on Portfolio La-VaR Analysis Based on Copula-Kernel Model.
Jianhui Yang
Bin Yang
Published in:
CIS (2012)
Keyphrases
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computational model
experimental data
probabilistic model
empirical data
theoretical foundation
theoretical framework
statistical model
study proposes
formal model
high level
mathematical model
simulation study
maximum entropy
statistical analysis
model selection
regression analysis
management system
data analysis