volatility-garch-VaR

finance

Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation

How to download and setup volatility-garch-VaR

Open terminal and run command

git clone https://github.com/anhdanggit/volatility-garch-VaR.git

git clone is used to create a copy or clone of volatility-garch-VaR repositories. You pass git clone a repository URL.
it supports a few different network protocols and corresponding URL formats.

Also you may download zip file with volatility-garch-VaR https://github.com/anhdanggit/volatility-garch-VaR/archive/master.zip

Or simply clone volatility-garch-VaR with SSH

[email protected]:anhdanggit/volatility-garch-VaR.git

If you have some problems with volatility-garch-VaR

You may open issue on volatility-garch-VaR support forum (system) here: https://github.com/anhdanggit/volatility-garch-VaR/issues

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