爆裂
发表于 2025-3-21 17:47:32
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Heart-Rate
发表于 2025-3-21 21:00:12
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整顿
发表于 2025-3-22 03:47:14
https://doi.org/10.1007/978-1-4020-8213-9te its possible application in risk management. We implement the PIF to the daily probability of default data from 1999 to 2013. The proposed method provides good interpretation of the dynamic structure of 14 economies’ global default probability from pre-Dot Com bubble to post-Sub Prime crisis.
STALL
发表于 2025-3-22 07:54:28
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MOAN
发表于 2025-3-22 09:21:51
https://doi.org/10.1007/978-94-015-8664-1roceed to evaluate the statistical significance of the differences in performance of the analysed risk models. We employ a novel methodology for comparing VaR performance allowing us to rank competing models. Our simulation results show that for a significant number of different VaR models there is no statistical difference in the performance.
阴谋
发表于 2025-3-22 13:46:55
Textbook 2017Latest editiontion of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cuttin
细微差别
发表于 2025-3-22 19:30:47
1431-8784 een theoretical concepts, computational tools and practical .This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analy
GROUP
发表于 2025-3-23 00:33:09
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Chivalrous
发表于 2025-3-23 05:25:05
Risk Analysis of Cryptocurrency as an Alternative Asset Classludes that the closer the right tail of wealth distribution approaching the Power-Law model, the more stable the market will be. This result is quite useful for investors to make decisions when investing in cryptocurrencies.
责怪
发表于 2025-3-23 08:10:19
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