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greyfin2707 / VaR-calculation

Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

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VaR-calculation

Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

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Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

pyhtonfinancevalue-at-riskegarchgarch-modelgarchevtrisk-management

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