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Applications of Constrained Non-Parametric Smoothing Methods in Computing Financial Risk
Company: School of Mathematical Sciences, Queensland University of Technology
Company Url: Click here to open
Year Of Publication: 2008
Month Of Publication: December
Pages: 216
Download Count: 4
View Count: 1294
Comment Num: 0
Language: English
Source: thesis
Who Can Read: Free
Date: 7-27-2012
Publisher: Administrator
Summary
The aim of this thesis is to improve risk measurement estimation by incorporating extra information in the form of constraints into completely non-parametric smoothing techniques. the method of constraints incorporates bootstrap resampling techniques. This thesis brings together formal estimation methods, empirical information use, and computationally intensive methods.
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Wong, Chung To Sign in to follow this author
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