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GitHub topics: dynamic-quantile-test

yatshunlee/CAViaR

Measure market risk by CAViaR model

Language: Jupyter Notebook - Size: 30.2 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 11 - Forks: 2

Related Keywords
backtesting 1 caviar 1 dqtest 1 dynamic-quantile-test 1 market-risk 1 quantile-regression 1 quantitative-finance 1 quantitative-trading 1 risk-management 1 value-at-risk 1 var-backtesting 1 var-forecasting 1 volatility-modeling 1