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Browsing Department of Statistics (ETDs) by Subject "Dependence (Statistics)"

Browsing Department of Statistics (ETDs) by Subject "Dependence (Statistics)"

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  • Stander, Yolanda Sophia (2006)
    In this dissertation we take a closer look at how copulas can be used to improve the risk measurement at a financial institution. The focus is on market risk in a trading environment. In practice risk numbers are calculated ...

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