搜索资源列表
regression-
- 计量经济学的统计回归相关工具包，包括最优化、VAR-CVAR-toolboxes related in statistics and regression, including optimization and VAR-CVAR model
varacvar
- 用matlab求股票的var、cvar，含数据处理直至计算结果。使用矩阵方法，注释较多，适合入门学习-using matlab for finance modeling:this is for coputing var,cvar for stocks. Using a matrix method, suitable for beginners to learn
var_cvar
- 使用历史模拟法、正态分布法、cornish-fisher展开式法求VaR和CVaR-Apply HS\Normal\cornish-fisher methods to calculate VaR and CVaR
CVAR
- this code is for variance test of image