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Repositories (3)
volatility-garch-VaR
anhdanggit/volatility-garch-VaR
R
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
16
5
dataCRACY
anhdanggit/dataCRACY
Contents of DATAcracy program: (i) Big-O: public data literacy & awareness; (ii) ATOM: free-open class of data
8
34
non-parametric-econometrics
anhdanggit/non-parametric-econometrics
R
This is the R code for several common non-parametric methods (kernel est., mean regression, quantile regression, boostraps) with both practical applications on data and simulations
5
5