#

christoffersen

Here is 1 public repository matching this topic...

rafa-rod / vartests

Statistical tests for Value at Risk (VaR) Models.

finance statistical-tests backtest value-at-risk backtesting kupiec-test duration-test christoffersen-pelletier christoffersen berkowitz

Updated Aug 29, 2023
Python

Improve this page

Add a description, image, and links to the christoffersen topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the christoffersen topic, visit your repo's landing page and select "manage topics."