Items by "Long, Tianyu"
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Conference or Workshop Item
Long, Tianyu (2024) Estimation of Value-at-Risk by a New Model Based on Gaussian Copula and Standardized Standard Asymmetric Exponential Power Distribution Errors for Sovereign Credit Default Swaps. In: Proceedings of the 3rd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2024, May 24–26, 2024, Jinan, China.