A visual system for exploring the dynamic correlations between multivariate temporal data
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Updated
Feb 26, 2025 - Vue
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dynamic-correlations
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This repository contains a multivariate econometric study that has been applied to the financial risk management of an equally-weighted (EW) portfolio.
k-means cluster-analysis value-at-risk risk-management expected-shortfall covid-19 dcc-garch dynamic-correlations
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Updated
Jun 11, 2025 - MATLAB
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