Return and Value at Risk using the Dirichlet Process (Q3523651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Return and Value at Risk using the Dirichlet Process |
scientific article |
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Return and Value at Risk using the Dirichlet Process (English)
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5 September 2008
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Dirichlet process
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quantiles
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Bayes estimates
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value at risk
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