Skip to content

Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

Notifications You must be signed in to change notification settings

greyfin2707/VaR-calculation

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

2 Commits
 
 
 
 

Repository files navigation

VaR-calculation

Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

About

Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published