9783838302935 - archimedean-copula-based models in financial risk management: - estimating and evaluating de xu, qing (6 resultados)
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Librería: preigu, Osnabrück, Alemaniapreigu
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Taschenbuch. Condición: Neu. Archimedean-Copula-Based Models in Financial Risk Management | - Estimating and Evaluating | Qing Xu | Taschenbuch | 152 S. | Englisch | 2009 | LAP LAMBERT Academic Publishing | EAN 9783838302935 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail…[at]preigu[dot]de | Anbieter: preigu.
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Librería: Mispah books, Redhill, SURRE, Reino UnidoMispah books
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Paperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , AlemaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Copula is used to model multivariate data, as it accounts for the dependence structure and provides a flexible representation of the multivariate distribution. Recently a large number of Archimedean copulas have been proposed to dea…l with various dependence aspects in financial risk management, which invokes several new questions in some important yet under-researched areas.This dissertation comprises three essays and probes into three untouched questions all involving the Archimedean-copula-based models. It provides important empirical evidences that the Archimedean copula-based PVaR model generally has better forecasting performance than the Gaussian copula-based PVaR model. Therefore, financial risk managers should consider the use of the Archimedean copula-based PVaR model when attempting to forecast extreme downside dependent risk. 152 pp. Englisch.
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Librería: moluna, Greven, , Alemaniamoluna
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Copula is used to model multivariate data, as it accounts for the dependence structure and provides a flexible representation of the multivariate distribution. Recently a large number of Archimedean copulas have been…proposed to deal with various dependence.
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Copula is used to model multivariate data, as it accounts for the dependence structure and provides a flexible representation of the multivariate distribution. Recently a large number of Archimedean copulas have been proposed to deal wi…th various dependence aspects in financial risk management, which invokes several new questions in some important yet under-researched areas.This dissertation comprises three essays and probes into three untouched questions all involving the Archimedean-copula-based models. It provides important empirical evidences that the Archimedean copula-based PVaR model generally has better forecasting performance than the Gaussian copula-based PVaR model. Therefore, financial risk managers should consider the use of the Archimedean copula-based PVaR model when attempting to forecast extreme downside dependent risk.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 152 pp. Englisch.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Copula is used to model multivariate data, as it accounts for the dependence structure and provides a flexible representation of the multivariate distribution. Recently a large number of Archimedean copulas have been proposed to deal wit…h various dependence aspects in financial risk management, which invokes several new questions in some important yet under-researched areas.This dissertation comprises three essays and probes into three untouched questions all involving the Archimedean-copula-based models. It provides important empirical evidences that the Archimedean copula-based PVaR model generally has better forecasting performance than the Gaussian copula-based PVaR model. Therefore, financial risk managers should consider the use of the Archimedean copula-based PVaR model when attempting to forecast extreme downside dependent risk.
