About: Historical simulation (finance)

An Entity of Type: Thing, from Named Graph: http://dbpedia.org, within Data Space: dbpedia-live.demo.openlinksw.com

Time series analysis

Property	Value
dbo:description	time series analysis (en)
dbo:wikiPageExternalLink	http://filteredhistoricalsimulation.com/downloads/GBA_KG_VaR_FOW_Oct1996.pdf http://www.filteredhistoricalsimulation.com/ https://onlinelibrary.wiley.com/doi/abs/10.1002/(SICI)1096-9934(199908)19:5%3C583::AID-FUT5%3E3.0.CO;2-S http://filteredhistoricalsimulation.com/downloads/Do_Not_Look_Back_Risk_1998_final.pdf
dbo:wikiPageWikiLink	dbr:Parametric_statistics dbr:Independent_and_identically_distributed_random_variables dbr:Cumulative_distribution_function dbc:Monte_Carlo_methods_in_finance dbr:Value_at_risk dbc:Financial_risk_modeling dbr:Monte_Carlo_methods_in_finance dbr:Financial_modeling dbr:Quasi-Monte_Carlo_methods_in_finance
dbp:wikiPageUsesTemplate	dbt:Reflist dbt:Financial_risk
dct:subject	dbc:Monte_Carlo_methods_in_finance dbc:Financial_risk_modeling
gold:hypernym	dbr:Procedure
rdfs:label	Historical simulation (finance) (en)
owl:sameAs	freebase:Historical simulation (finance) yago-res:Historical simulation (finance) wikidata:Historical simulation (finance) dbpedia-global:Historical simulation (finance) dbr:Historical simulation (finance)
prov:wasDerivedFrom	wikipedia-en:Historical_simulation_(finance)?oldid=1262697869&ns=0
foaf:isPrimaryTopicOf	wikipedia-en:Historical_simulation_(finance)
is dbo:wikiPageDisambiguates of	dbr:Historical_simulation
is dbo:wikiPageWikiLink of	dbr:Market_risk dbr:Financial_risk_management dbr:Value_at_risk dbr:Quantitative_analysis_(finance) dbr:Outline_of_finance dbr:Monte_Carlo_methods_in_finance dbr:Financial_economics dbr:Financial_modeling dbr:Financial_risk_modeling dbr:Quasi-Monte_Carlo_methods_in_finance dbr:Historical_simulation
is foaf:primaryTopic of	wikipedia-en:Historical_simulation_(finance)

This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 4.0 International