The invention relates generally to data analysis, and to a system and method for the computation of {HEAD ~ the volatility} of {TAIL ~ losses} 
of
The invention relates generally to data analysis , and to a system and method for the computation of { HEAD ~ the volatility } of { TAIL ~ losses }
OTH OTH OTH OTH OTH OTH OTH OTH OTH OTH OTH OTH OTH OTH OTH OTH OTH OTH HEAD HEAD HEAD HEAD HEAD HEAD REL TAIL TAIL TAIL TAIL TAIL