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slacknoise
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Posts: 49
Joined: February 24th, 2014, 2:57 pm

How to interpret Pareto distributions

September 23rd, 2014, 12:47 pm

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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