EmanuelSommer/portvine
Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
RNOASSERTION
Stargazers
- AaronDeb
- AdrianAnticoPhoenix, AZ
- AmsonntagChow
- caterynapurnamaIndonesia
- chrisbgp
- Eleftheria1
- EmanuelSommerData Science Group @ Department of Statistics (LMU)
- FOBC
- guiscMaceió
- Javier-Blasco
- kalyan678India, Hyderabad
- lmjaaa2014
- MislavSag
- mytarmail
- profaskIndia
- prokashdeb01Auburn University
- qyxqkj
- waynelapierre
- williamdou
- xiexie224xx