Author: Bosman, Lisa-Marie
Author: Van der Merwe, Carel Johannes
Similar Items: An application of copulas to improve PCA biplots for multivariate extremes
- PCA and CVA biplots : a study of their underlying theory and quality measures
- Robust principal component analysis biplots
- Biplots based on principal surfaces
- Modifying copulas for improved dependence modelling
- Biplot methodology for analysing and evaluating missing multivariate nominal scaled data
- A Bayesian extreme value approach to the optimal reinsurance problem in a multivariate risk setting
Similar Items: A comparison of value at risk & expected shortfall models in cryptocurrencies
- An investigation and analysis of vulnerabilities surrounding cryptocurrencies and blockchain technology
- Estimating value at risk and expected shortfall: a kalman filter approach
- The Income tax treatment of cryptocurrency trade in South Africa
- How to regulate cryptocurrencies in South Africa
- Value at risk and expected shortfall : traditional measures and extreme value theory enhancements with a South African market application
- Analysing the impact of cryptocurrencies on banking regulations : assessing opportunities and Challenges