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ARMAX-GARCH-K-SK Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications)
ARMAX-GARCH-K-SK Toolbox
9 years 前 | 4 次下载 |
已提交
Pluto & Tasche Upper Bound PD Model for Low Default Portfolios
Estimation of the Pluto & Tasche Upper Bound PD along with Benjamin, Cathcart Ryan Statistic.
12 years 前 | 1 次下载 |
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Volatility Loss Functions and VaR Conditional, Indepedence and Regulatory BackTests
Volatility Loss Functions and VaR Conditional, Indepedence and Regulatory BackTests
14 years 前 | 1 次下载 |
已提交
Distributions
CDF, Inv-CDF, PDF, HF, CHF, Random Generator and Log Likelihood functions.
15 years 前 | 1 次下载 |
已提交
Newton Raphson Optimization Procedure
Newton Raphson Optimization Procedure for a set of Non-Linear Equations
15 years 前 | 1 次下载 |
