Repository / RESOURCE PROFILE

ARMA GARCH COPULA VAR

Method of calculating VaR ( Value at risk) using ARMA-GJR_GARCH and COPULA method

Portfolio & Risk
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Visit source website ↗

Overview

Method of calculating VaR ( Value at risk) using ARMA-GJR_GARCH and COPULA method

Repository information

Repository
SUSANKI/ARMA-GARCH-COPULA-VAR- ↗
Repository owner
SUSANKI
Primary language
HTML
Repository code license
Not recorded
Maintenance status
Not archived at the recorded check
Forked repository
No
GitHub stars
13
Forks
3
Default branch
main
Last repository push
Apr 4, 2021

Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.

Source links & provenance

https://github.com/SUSANKI/ARMA-GARCH-COPULA-VAR- ↗

References explain how this resource entered the collection. They do not represent an endorsement.

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