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SAS/ETS® 14.2

|PDF

SAS/ETS User’s Guide
SAS/ETS User’s Guide: High-Performance Procedures
Other Resources

SAS/ETS User’s Guide

The COPULA Procedure

Getting Started

Examples: COPULA Procedure

Subsections:

10.1 Copula-Based VaR Estimation
10.2 Simulating Default Times

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