GitHub - b2q/XFG3: Q for Applied Quantitative Finance (3rd edition)

Name		Name	Last commit message	Last commit date
Latest commit History 222 Commits
XFGCHD_VaR_CVine		XFGCHD_VaR_CVine
XFGCHD_VaR_Clayton		XFGCHD_VaR_Clayton
XFGCHD_VaR_DVine		XFGCHD_VaR_DVine
XFGCHD_VaR_Gaussian		XFGCHD_VaR_Gaussian
XFGCHD_VaR_Gumbel		XFGCHD_VaR_Gumbel
XFGCHD_VaR_Joe		XFGCHD_VaR_Joe
XFGCHD_VaR_StuT		XFGCHD_VaR_StuT
XFGCHD_VaR_hacClayton		XFGCHD_VaR_hacClayton
XFGCHD_VaR_hacFrank		XFGCHD_VaR_hacFrank
XFGCHD_VaR_hacGumbel		XFGCHD_VaR_hacGumbel
XFGHistWealthD		XFGHistWealthD
XFGPowerLawAlpha		XFGPowerLawAlpha
XFGPowerLawEst1		XFGPowerLawEst1
XFGPowerLawEst2		XFGPowerLawEst2
XFGPowerLawEst3		XFGPowerLawEst3
XFGPowerLawP		XFGPowerLawP
XFGTVP_BetaChange		XFGTVP_BetaChange
XFGTVP_FRM		XFGTVP_FRM
XFGTVP_LambdaSim		XFGTVP_LambdaSim
XFGTVP_LambdaSysRisk		XFGTVP_LambdaSysRisk
XFGTVP_LambdaVIX		XFGTVP_LambdaVIX
XFGTWSE100_strategy_fixedESlevel		XFGTWSE100_strategy_fixedESlevel
XFGTabletoLatex		XFGTabletoLatex
XFGbetatsacf		XFGbetatsacf
XFGdtmDirichlet		XFGdtmDirichlet
XFGdtmEvents		XFGdtmEvents
XFGdtmMining		XFGdtmMining
XFGdtmMtGox		XFGdtmMtGox
XFGdtmTemperature		XFGdtmTemperature
XFGdtmWDistr		XFGdtmWDistr
XFGdtmpre		XFGdtmpre
XFGdtmres		XFGdtmres
XFGexp_rtn_ES_2d		XFGexp_rtn_ES_2d
XFGexp_rtn_SRM		XFGexp_rtn_SRM
XFGexp_rtn_SRM_2d		XFGexp_rtn_SRM_2d
XFGkernelcom		XFGkernelcom
XFGrvtsacf		XFGrvtsacf
XFGsignature		XFGsignature