VaR (after plot) - code.m
Creators:
Jiahua Xu
From the dataset abstract
This MATLAB-code reproduces the results of Xu, Jiahua (2019). Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)....
Source: Semiparametric Value-At-Risk Estimation of Portfolios
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Metadata
| Field | Value |
|---|---|
| Format | m |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| DOI | |
| Publication Date | 2018 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/507acbd4-04d8-4ab3-8f49-0286c5a22a17/resource/6e1e392f-93d6-4772-9640-4fd308746d4a/download/var-after-plot-code.m |
| Last updated | October 31, 2018 |
| Created | October 31, 2018 |
