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Published 20 hours ago • verified publisher icon anhdanggit
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Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation

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verified publisher icon anhdanggit

Metadata

Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation

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