expected-shortfall

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GioPedo / Multivariate-Econometric-Approach-for-Financial-Risk-Management

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

Updated Jun 11, 2025
MATLAB

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expected-shortfall

Here is 1 public repository matching this topic...

GioPedo / Multivariate-Econometric-Approach-for-Financial-Risk-Management

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