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Date: 9-1-2014 Initiator: enzyncDizkzzk.ru
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Date: 9-1-2014 Initiator: drextfoedcggc.ru
Я носил Вечность, как обручальное кольцо.Потом мы садимся с Хромым на корточки.Гость сам назовет напhttp://ugibujera.3eeweb.com/07-20151001.htm - ?????????????????? ?? ???µ?????µ http://yefytiyu.3space.info/8488.html - total commander 8.01 rus http://onarysim.3space.info/12-2014370.php - abby h rocc...
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Date: 8-31-2014 Initiator: BarrySchachter
A Two-Regime Threshold Model with Conditional Skewed Student t Distributions for Stock ReturnsThis paper proposes a two-regime threshold model for the conditional distribution of stock returns in which returns follow a distinct skewed Student t distribution within each regime: the model allows...
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Date: 8-31-2014 Initiator: BarrySchachter
Randomly Weighted Sums of Subexponential Random Variables with Application to Capital AllocationExplores the tail behavior of the sum of real valued, independent and subexponentially distributed random variables, with nonnegative and arbitrarily dependent weights independent of the random variab...
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Date: 8-28-2014 Initiator: BarrySchachter
Perspectives on the Evolving Role of Enterprise-Wide Stress TestingIn 2013, the International Association of Credit Portfolio Managers (IACPM) and Oliver Wyman jointly conducted a survey with leading financial institutions around the world focused on the existing, an...
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Date: 8-28-2014 Initiator: BarrySchachter
Math Gone MadRisk models are subject to a number of major weaknesses. They are usually based on poor assumptions and inadequate data, are vulnerable to gaming and often blind to major risks. They have difficulty h...
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Date: 8-27-2014 Initiator: RoffCheerfughkzzk.ru
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Date: 8-27-2014 Initiator: Jilksleeseekyyy.ru
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Date: 8-27-2014 Initiator: UnlollaBeldkkkx.ru
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Date: 8-27-2014 Initiator: meegrermacggc.ru
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Date: 8-27-2014 Initiator: meegrermaggww.ru
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Date: 8-26-2014 Initiator: BarrySchachter
A Top-Down Approach to the Stress-Testing of BanksWe propose a simple, parsimonious, and easily implementable method for the stress testing of banks using a top-down approach that evaluates the impact of negative shocks to macroeconomic variables on ...
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Date: 8-26-2014 Initiator: BarrySchachter
Nonparametric Inference on Quantile Marginal EffectsWe propose a nonparametric method to construct confidence intervals for quantile marginal effects (i.e., derivatives of the conditional quantile function). Under certain conditions, a quantile margina...
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Date: 8-25-2014 Initiator: BarrySchachter
Forecasting VaR and ES of Stock Index Portfolio: A Vine Copula MethodThis paper models the internal structures among different stock markets with C-Vine, D-Vine and R-Vine copula models. Value-at-Risk (VaR) and Expected Shortfall (ES) of the international stock markets...
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Date: 8-23-2014 Initiator: BarrySchachter
Investment Portfolio Risk Analysis SystemA computer-implemented method includes receiving information identifying an investment; receiving information associated with a financial characteristic of the investment; and causing a processor to d...
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