#Value-at-risk

BayerSe

VaR-Backtesting

Implementation of a variety of Value-at-Risk backtests

ibaris

VaR

Value at Risk and Backtest Routines

MajorLift

volatility-modeling-python-datasci

Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."

yatshunlee

CAViaR

Measure market risk by CAViaR model

rafa-rod

vartests

Statistical tests for Value at Risk (VaR) Models.

mtouyaa

Python-for-MarketRisk

Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.

Beliavsky

R-Finance-Task-View-Supplement

R Finance packages not listed in the Empirical Finance Task View