A high-order Markov-switching model for risk measurement (Q980081)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high-order Markov-switching model for risk measurement |
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A high-order Markov-switching model for risk measurement (English)
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28 June 2010
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value-at-risk
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higher-order Markov chain process
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portfolio
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regime-switching
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risk management
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weak Markov chain process
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