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  • Banking Academy of Vietnam
  • Hanoi, Vietnam

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  1. MidasVaREs MidasVaREs Public

    R 5

  2. OptSK OptSK Public

    This package is to create the option implied moments and realized skewness

    R 3 2

  3. rugarch2 rugarch2 Public

    A modified version of rugarch package by Alexios for personal purpose

    R

  4. SgtAcd SgtAcd Public

    R 1

  5. VaRES VaRES Public

    Matlab codes to estimate Value-at-Risk and Expected Shortfall

    MATLAB 1 3

  6. ConnectednessApproach ConnectednessApproach Public

    Forked from shizelong1985/ConnectednessApproach-1

    R