2 results found Sort:

TommasoBelluzzo
SystemicRisk TommasoBelluzzo
77
162
apache-2.0
21
A framework for financial systemic risk valuation and analysis.
risk-models time-series risk-analysis systemic-risk financial-data risk-management network-analysis financial-markets financial-analysis quantitative-finance quantitative-methods time-series-analysis quantitative-analysis financial-institutions time-series-econometrics
Created 2017-03-04
832 commits to master branch, last one about a year ago
mgao6767
frds mgao6767
19
82
mit
4
Financial research data services for academics.
pin garch srisk banking finance academic measures garch-ccc garch-dcc systemic-risk corporate-finance
Created 2020-06-05
475 commits to main branch, last one 10 months ago