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Mixture Copula and K-Medoid Modelling of Value-at-Risk

Paper Details
Authors:
Harris Odoi Yemoh
Emmanuel Kojo Aidoo
Maxwell Akwasi Boateng
Felix O. Mettle
Akoto Yaw Omari-Sasu
Publication Date: 2024-01-01
Advanced Statistical Process MonitoringDecision SciencesStatistics, Probability and UncertaintySocial Sciences
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