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C.G. Rodriguez


Last seen: 3년 초과 전 |  2020년부터 활동

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Proportion of Failures Test
I was reading the following website: https://www.mathworks.com/help/risk/varbacktest.pof.html It states: The result of the te...

3년 초과 전 | 답변 수: 0 | 0

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How to do Weighted Historical Simulation?
Hi, I was trying to build a code for Weighted Historical Simulation by altering expected shortfall code from: https://www.math...

거의 4년 전 | 답변 수: 1 | 0

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