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A master's thesis from Aalborg University

Book cover

Financial Modelling with Copulas: Model Selection for Risk Management

Authors

Kure, Sebastian Søndergaard ; Nørrevang, Rasmus Rosted

Term

4. term

Education

Mathematics-Economics, Master

Publication year

2023

Submitted on

2023-06-01

Pages

74

Keywords

Copula ; Risk management ; Model selection ; Model confidence set ; Risk forecasting

Documents

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