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C.G. Rodriguez


Last seen: 4 years 前 |  自 2020 起处于活动状态

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统计学

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Proportion of Failures Test
I was reading the following website: https://www.mathworks.com/help/risk/varbacktest.pof.html It states: The result of the te...

4 years 前 | 0 个回答 | 0

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How to do Weighted Historical Simulation?
Hi, I was trying to build a code for Weighted Historical Simulation by altering expected shortfall code from: https://www.math...

4 years 前 | 1 个回答 | 0

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