GitHub - TrungLeVn/VaRES: Matlab codes to estimate Value-at-Risk and Expected Shortfall

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Name	Name	Last commit message	Last commit date
Latest commit TrungLeVn Update the latest version - April 2019 Apr 16, 2019 46d2d7d · Apr 16, 2019 History 14 Commits
GarchUtility	GarchUtility	Update the latest version - April 2019	Apr 16, 2019
MidasUtility	MidasUtility	ReOrganize folders	Mar 28, 2018
ASloop.c	ASloop.c	Update the latest version - April 2019	Apr 16, 2019
ASloop.mexw64	ASloop.mexw64	Update the latest version - April 2019	Apr 16, 2019
CAViaR_Uni.m	CAViaR_Uni.m	Update the latest version - April 2019	Apr 16, 2019
CAViaR_X.m	CAViaR_X.m	Update the latest version - April 2019	Apr 16, 2019
MidasQuantile.m	MidasQuantile.m	Update the latest version - April 2019	Apr 16, 2019
MidasQuantileAS.m	MidasQuantileAS.m	Update the latest version - April 2019	Apr 16, 2019
RQobjectiveFunction.m	RQobjectiveFunction.m	Update the latest version - April 2019	Apr 16, 2019
Resume.m	Resume.m	Add various functions to Github for the first time	Mar 28, 2018
SAVloop.c	SAVloop.c	Update the latest version - April 2019	Apr 16, 2019
SAVloop.mexw64	SAVloop.mexw64	Update the latest version - April 2019	Apr 16, 2019
VaRhist.m	VaRhist.m	Add Code to compute VaR and ES from historical simulation approach	Mar 28, 2018
VarEs_CAViaR.m	VarEs_CAViaR.m	Update the latest version - April 2019	Apr 16, 2019
VarEs_EVT.m	VarEs_EVT.m	Most up-to-date version	Jul 17, 2018
VarEs_Midas.m	VarEs_Midas.m	Most up-to-date version	Jul 17, 2018
VarEs_MidasAS.m	VarEs_MidasAS.m	Most up-to-date version	Jul 17, 2018
VarEs_Ols.m	VarEs_Ols.m	Add various functions to Github for the first time	Mar 28, 2018
gjr_VaR.m	gjr_VaR.m	Add GarchVaR functions	Mar 28, 2018