/Chamkang6093-Delta-CoVaR_Estimation

Mainly analyzed and implemented the methods of estimating Delta-CoVaR using Python3.

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Research on Estimation Methods and Advantages of Delta-CoVaR

Descriptions

  • Analyzed and implemented the methods of estimating Delta-CoVaR using Python3.
  • Illustrating the characteristics of it and its advantages over VaR by empirical study.

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