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- W2366791791 abstract "In this paper,distribution fitting method is put forward to improve the estimation of value at risk.Distribution fitting method can find a statistical distribution function that best fits the sample data and overcome the shortcomings of normal distribution assumption in analytic method of VaR.Three computing examples of Dow Jones Index、dollar/Uk and dollar/Jap exchange rate are presented to demonstrate the advantage of distribution fitting method." @default.
- W2366791791 created "2016-06-24" @default.
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- W2366791791 date "2002-01-01" @default.
- W2366791791 modified "2023-09-23" @default.
- W2366791791 title "Computing VaR by Distribution Fitting Method" @default.
- W2366791791 hasPublicationYear "2002" @default.
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