chenLiner18

chenLiner18's Stars

• oa36/Systemic-Risk

  Systemic Risk - CoVaR

  Language:R121

• JellalYu/Multivariate-DCC-GARCH-model

  Multivariate DCC-GARCH model

  Language:R148

• QuantMaverick/Value-at-Risk-Comparison-Study

  A short comparison among the different Value-at-Risk methods, namely Parametric VaR, Parametric EWMA VaR, Historical Simulation and Filtered Historical Simulation.

  Language:Jupyter Notebook51

• JohnnyBarber/Risk-Management

  VaR calculation

  Language:R21

• system90/VaR

  VaR calculations

  Language:R11

• wbourhim/VaR

  Language:R1

• catmangox/Estimation-of-Value-at-Risk-for-CSI-300-Index-via-Nonlinear-GARCH-Model

  The estimation of VaR by using GARCH Model

  Language:R72

• raisadz/VaR

  Repository contains codes for reproducing results of Weak Aggregating Algorithm for Value at Risk

  Language:R11

• xiamengyao/VaR

  VaR model from gauravbiware

  Language:R1

• anhdanggit/volatility-garch-VaR

  Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation

  Language:R196

• rossb34/BacktestVaR

  Shiny app for Value at Risk (VaR) Backtesting

  Language:R35

• lonlonago/YTM-Sensitivity-Analysis-VaR

  参照最新债券收益率计算方法计算债券的全价、净价、现金流、敏感性分析(久期、修正久期、关键期限久期、凸性)，以及单个债券及组合 VaR

  Language:R187

• mnquants/VaR

  Language:R53

• cran/VaR

  Value at Risk estimation

  Language:R43