semiparametric value-at-risk estimation of portfolios

Data and Resources

• Asset returns.xlsx XLSX Popular
  Downloads: 90
  explore

  • Preview
  • Download
• Portfolio returns.xlsx XLSX Popular
  Downloads: 89
  explore

  • Preview
  • Download
• Loss survival probability plot - code.m m Popular
  Downloads: 47
  explore

  • More information
  • Download
• Loss survival probability plot and VaR.mat mat Popular
  Downloads: 109
  explore

  • More information
  • Download
• LR test - function.m m Popular
  Downloads: 45
  explore

  • More information
  • Download
• VaR (after plot) - code.m m Popular
  Downloads: 44
  explore

  • More information
  • Download
download all