Financial risk management based on quantile regression model (Q5031953)
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scientific article; zbMATH DE number 7475042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial risk management based on quantile regression model |
scientific article; zbMATH DE number 7475042 |
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Financial risk management based on quantile regression model (English)
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16 February 2022
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quantile regression
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Bayesian
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VaR
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financial market
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nonparametric estimation
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