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Wei-Zhen Li
Wei-Zhen Li
East China University of Science and Technology
Marginal distribution
Generalized Pareto distribution
Financial market
Risk management
Financial risk management
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Predicting tail events in a RIA-EVT-Copula framework
2020
arXiv: Risk Management
Wei-Zhen Li
Jin-Rui Zhai
Zhi-Qiang Jiang
Gang-Jin Wang
Wei-Xing Zhou
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