Ali Najjar
Followers: 0 Following: 0
Statistics
6 Files
RANK
N/A
of 302,202
REPUTATION
N/A
CONTRIBUTIONS
0 Questions
0 Answers
ANSWER ACCEPTANCE
0.00%
VOTES RECEIVED
0
RANK
3,310 of 21,626
REPUTATION
488
AVERAGE RATING
4.00
CONTRIBUTIONS
6 Files
DOWNLOADS
14
ALL TIME DOWNLOADS
4646
RANK
of 180,142
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Discussions
AVERAGE NO. OF LIKES
Feeds
Submitted
Estimation value at risk by using Conditional Copula-GARCH
Estimating VaR
14 years ago | 1651 downloads |
Submitted
Estimation value at risk by using Exponentially Weighted Moving Averagege
Estimating Value at Risk of portfolio by using Exponentially Weighted Moving Average
14 years ago | 986 downloads |
Submitted
vcVaR Function
Estimation value at risk by using Variance-Covariance Method.
14 years ago | 406 downloads |
Submitted
fitparp function
fitparp estimate the parameters of specified GARCH marginals models
15 years ago | 496 downloads |
Submitted
fitModelpp function
is modified of fitModel function in the Dynamic Copula 3.0
15 years ago | 407 downloads |
Submitted
Estimation value at risk by using Conditional Copula-GARCH
This function estimate VaR of portfolio composed of two stocks return
15 years ago | 700 downloads |
