Using auto-regressive logit models to forecast the exceedance probability for financial risk management (Q6660687)
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scientific article; zbMATH DE number 7965017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using auto-regressive logit models to forecast the exceedance probability for financial risk management |
scientific article; zbMATH DE number 7965017 |
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Using auto-regressive logit models to forecast the exceedance probability for financial risk management (English)
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10 January 2025
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asymmetric Laplace distribution
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extreme value theory
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financial risk management
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probability forecasting
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