Time-Varying Mixture Models for Financial Risk Management
Motivated by understanding the devastating financial crisis in 2008 that was partially caused by underestimation of financial risk, we propose a class of time-varying mixture models for risk analysis and management. There are various metrics for financial risk including value...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_2016SP_Zhang_fsu_0071E_13150 |