A Copula-Based Quantile Model (Q4689052)
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scientific article; zbMATH DE number 6953972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Copula-Based Quantile Model |
scientific article; zbMATH DE number 6953972 |
Statements
A Copula-Based Quantile Model (English)
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12 October 2018
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value-at-risk
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copula function
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loss function
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