SERVING THE QUANTITATIVE FINANCE COMMUNITY
-
- slacknoise
- Posts: 49
- Joined:
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.
-
- Advertisement
| ABOUT WILMOTT |
Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...
| JOBS BOARD |
Looking for a quant job, risk, algo trading,...? Browse jobs here...
GZIP: On