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2 results for “from:shawn tan”

Selection of appropriate copula family for multivariate Monte Carlo simulation of asset returns
shawn tan · Apr 3, 2020 · r-sig-finance

Hi R Sig Finance mailing list, I am currently trying to perform a multivariate Monte Carlo simulation of asset class returns. I found that using copulas can overcome the non-normality of asset class returns as well as better simulate...

Multivariate random number generation for skewed distribution of asset class returns
shawn tan · Jan 14, 2020 · r-sig-finance

Hi R-SIG-Finance mailing list, I have a query about performing a Monte Carlo random number generation for asset class returns which accounts for the distribution of the asset class (mean, variance, skewness and possibly kurtosis) while also taking...

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