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Value at Risk (Normal, Student-t, Historical, Monte Carlo, GARCH) and volatility modeling on GGAL through Argentina's major market crises, with backtesting and macro/political event overlays.
Value at Risk (Normal, Student-t, Historical, Monte Carlo, GARCH) and volatility modeling on GGAL through Argentina's major market crises, with backtesting and macro/political event overlays.
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
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