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- slacknoise
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How to interpret Pareto distributions
Hi all,I built a VaR model based on EVT and a student T copula for an equity portfolio in realtime, but i am having troubles to interpret the pareto distribution. Any help on this? comments? Find the file attached.
Last edited by slacknoise on September 22nd, 2014, 10:00 pm, edited 1 time in total.
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