PyDataBlog / var-es-assessment-of-cryptos

Value at Risk and Expected Shortfall estimations of cryptocurrencies

README

This README supplies the codes and files generated for the dissertation.

What is this repository for?

• Anyone interested in the results
• Anyone interested in GARCH models

How can I replicate the results?

• Just simply clone or download this repository
• Run the scripts provided to generate the files and run the analysis
• OR simply use the files that came

Contribution guidelines

• Suggestions are always welcome
• Raise and issue with the issues feature

Who do I talk to?

• Repo owner: [e-mail]