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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: 1684
Comment Num: 0
Language: English
Source: thesis
Who Can Read: Free
Date: 7-27-2012
Publisher: Administrator
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.
Wong, Chung To Sign in to follow this author
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