搜索资源列表
ccruncher-1.5_src
- 金融算术，计算VAR值，蒙特卡洛算法，等-CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall
BVAR_Gibbs
- Bayesian VAR Models based on GIBBS Sampling
sign20130507105715(1)
- Directory of useful Bayesian VAR Analysis material
1-s2.0-S0264999314001746-main
- 论文：Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns-The relations between institutional investors behavior and futures returns are examined in this study. Evidence suggests that ne
tvpvar_m
- Time-varying parameter VAR 时变参数向量自回归的MATLAB实现-Time-varying parameter VAR
Matlab-Var
- VAR的MATLAB计算过程，可以计算各种头寸的风险值，并用图展示。-the VAR calculation of Matlab!
var_model
- 经济领域的VaR模型的各种求法，附上了文档，大约一共有9个文件。可以求的VaR有一般金融证券的DeltaVaR，历史VaR，以及期权中的隐含波动率，以及期权VaR-Seeking a variety of economic sectors VaR model, attached documents, a total of about 9 files. You can find the VaR has a general financial securities DeltaVaR, histori
VaR
- 风险价值度分析模型，给出了Var的求解方法即源程序-Risk value
calculate-Var
- 《金融数量分析（第三版）》计算某一给定的资产组合的风险价值VaR，转换价格返回和形象化的历史回报。-Compute Value at Risk for a given portfolio，Convert price series to return series and visualize historical returns
VAR-CVaR
- VAR和cvar模型的matlab代码，广泛用于金融风险评价，为金融中风险经典指标-VAR CVAR
风险价值Var计算
- 金融计算小程序，用于VaR计算等，可以在matlab下运行。(Financial computing applet)
EViews code
- 在EVIEWS中用GARCH模型算VaR(在值风险)，计算failure rate，和做LRuc检测。(Var failure rate LRuc)
MI-TVP-SV-VAR
- Koop大神写出来的时变向量自回归模型的进化版，希望对大神写作有帮助。(The evolutionary version of the time-varying vector autoregressive model written by the Koop hopes, to be helpful to your writing.)
Copula-CoVaR R 操作说明 zhang
- GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)
计算股票VaR
- 用多种方法计算股票VaR等数据，需要从yahoo 下载原始数据
rolling VAR
- 这个压缩包是关于使用Stata和Evies软件来计算滑动窗口风险价值的相关内容