Man pages for matrisk
Macroeconomic-at-Risk

data_euroHistorical data for the eurozone (GDP and Financial...
data_USHistorical data for the US (GDP and Financial Conditions)...
f_compile_quantileEstimation of quantiles
f_distribDistribution
f_distrib_histoHistorical distributions
f_ESExpected Shortfall
f_VaRValue-at-Risk
matrisk documentation built on May 2, 2023, 9:14 a.m.