anova97's repositories
Language:R000
Language:R000
Language:R000
VECM-model
transformation of the VAR model into a vector error correction model VECM
Language:HTML000
VARmodelGrangercausality
The aim of this project is to build a vector autoregressive model - VAR, causality in Granger's sense will then be examined.
Language:HTML000
CreditMetricsProject
using the CreditMetrics method, calculate the VaR of credit for bonds of different countries, calculation of the portfolio value for each of the scenarios generated
Risk-Package
R Package to calculate VaR and ES
BankruptcyProject
R: Bankruptcy prediction - Polish and Slovak companies
Language:HTML000