Matlab code for VaR

代码说明：

  给出了通过MATLAB计算VaR的各种方法和实例(MATLAB code for Value-at-risk)

文件列表：

Matlab code for VaR, 0 , 2008-07-06
Matlab code for VaR\.DS_Store, 8196 , 2019-03-22
__MACOSX, 0 , 2019-03-23
__MACOSX\Matlab code for VaR, 0 , 2019-03-23
__MACOSX\Matlab code for VaR\._.DS_Store, 179 , 2019-03-22
Matlab code for VaR\alfauna.m, 403 , 2004-03-25
__MACOSX\Matlab code for VaR\._alfauna.m, 179 , 2004-03-25
Matlab code for VaR\calcvar.m, 3683 , 2004-03-25
__MACOSX\Matlab code for VaR\._calcvar.m, 179 , 2004-03-25
Matlab code for VaR\Contents.m, 1402 , 2004-03-25
__MACOSX\Matlab code for VaR\._Contents.m, 179 , 2004-03-25
Matlab code for VaR\dati1.mat, 251951 , 2000-09-14
__MACOSX\Matlab code for VaR\._dati1.mat, 179 , 2000-09-14
Matlab code for VaR\dati2.mat, 82628 , 2000-09-14
__MACOSX\Matlab code for VaR\._dati2.mat, 179 , 2000-09-14
Matlab code for VaR\dati3.mat, 126019 , 2000-09-14
__MACOSX\Matlab code for VaR\._dati3.mat, 179 , 2000-09-14
Matlab code for VaR\deltaback.m, 1999 , 2004-03-29
__MACOSX\Matlab code for VaR\._deltaback.m, 179 , 2004-03-29
Matlab code for VaR\deltadati.m, 1229 , 2004-03-29
__MACOSX\Matlab code for VaR\._deltadati.m, 179 , 2004-03-29
Matlab code for VaR\deltamedia.m, 1454 , 2004-03-29
__MACOSX\Matlab code for VaR\._deltamedia.m, 179 , 2004-03-29
Matlab code for VaR\deltaparametri.m, 851 , 2004-03-29
__MACOSX\Matlab code for VaR\._deltaparametri.m, 179 , 2004-03-29
Matlab code for VaR\deltavar.m, 2084 , 2004-03-29
__MACOSX\Matlab code for VaR\._deltavar.m, 179 , 2004-03-29
Matlab code for VaR\ewmacorr.m, 1370 , 2004-03-29
__MACOSX\Matlab code for VaR\._ewmacorr.m, 179 , 2004-03-29
Matlab code for VaR\monteback.m, 2110 , 2004-03-29
__MACOSX\Matlab code for VaR\._monteback.m, 179 , 2004-03-29
Matlab code for VaR\montedati.m, 1089 , 2004-03-29
__MACOSX\Matlab code for VaR\._montedati.m, 179 , 2004-03-29
Matlab code for VaR\montemedia.m, 1492 , 2004-03-29
__MACOSX\Matlab code for VaR\._montemedia.m, 179 , 2004-03-29
Matlab code for VaR\montevar.m, 3067 , 2004-03-29
__MACOSX\Matlab code for VaR\._montevar.m, 179 , 2004-03-29
Matlab code for VaR\normalestd.m, 341 , 2004-03-25
__MACOSX\Matlab code for VaR\._normalestd.m, 179 , 2004-03-25
Matlab code for VaR\ReadMe.pdf, 36538 , 2004-03-29
__MACOSX\Matlab code for VaR\._ReadMe.pdf, 179 , 2004-03-29
Matlab code for VaR\rendimenti.m, 1431 , 2004-03-29
__MACOSX\Matlab code for VaR\._rendimenti.m, 179 , 2004-03-29
Matlab code for VaR\semplicecorr.m, 1271 , 2004-03-29
__MACOSX\Matlab code for VaR\._semplicecorr.m, 179 , 2004-03-29
Matlab code for VaR\simulback.m, 2032 , 2004-03-29
__MACOSX\Matlab code for VaR\._simulback.m, 179 , 2004-03-29
Matlab code for VaR\simuldati.m, 777 , 2004-03-29
__MACOSX\Matlab code for VaR\._simuldati.m, 179 , 2004-03-29
Matlab code for VaR\simuldatip.m, 886 , 2004-03-29
__MACOSX\Matlab code for VaR\._simuldatip.m, 179 , 2004-03-29
Matlab code for VaR\simulmedia.m, 1473 , 2004-03-29
__MACOSX\Matlab code for VaR\._simulmedia.m, 179 , 2004-03-29
Matlab code for VaR\simulparametri.m, 850 , 2004-03-29
__MACOSX\Matlab code for VaR\._simulparametri.m, 179 , 2004-03-29
Matlab code for VaR\simulvar.m, 2164 , 2004-03-29
__MACOSX\Matlab code for VaR\._simulvar.m, 179 , 2004-03-29
__MACOSX\._Matlab code for VaR, 179 , 2008-07-06