/var-es-assessment-of-cryptos

Value at Risk and Expected Shortfall estimations of cryptocurrencies

Primary LanguageRMIT LicenseMIT

README

This README supplies the codes and files generated for the dissertation.

What is this repository for?

  • Anyone interested in the results
  • Anyone interested in GARCH models

How can I replicate the results?

  • Just simply clone or download this repository
  • Run the scripts provided to generate the files and run the analysis
  • OR simply use the files that came

Contribution guidelines

  • Suggestions are always welcome
  • Raise and issue with the issues feature

Who do I talk to?