├── .gitignore ├── .idea ├── VaRProject.iml ├── inspectionProfiles │ └── profiles_settings.xml ├── misc.xml └── vcs.xml ├── LICENSE ├── Main.py ├── README.md ├── VaR ├── Performance_evaluation.py ├── VaR_models.py ├── VaR_ploting.py ├── __init__.py ├── calculate_functions.py └── calculate_volatility.py └── test ├── Data_loader.py ├── VARData.xlsx ├── VaR_measure_Monte.py └── __init__.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/.gitignore -------------------------------------------------------------------------------- /.idea/VaRProject.iml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/.idea/VaRProject.iml -------------------------------------------------------------------------------- /.idea/inspectionProfiles/profiles_settings.xml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/.idea/inspectionProfiles/profiles_settings.xml -------------------------------------------------------------------------------- /.idea/misc.xml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/.idea/misc.xml -------------------------------------------------------------------------------- /.idea/vcs.xml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/.idea/vcs.xml -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/LICENSE -------------------------------------------------------------------------------- /Main.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/Main.py -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/README.md -------------------------------------------------------------------------------- /VaR/Performance_evaluation.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/VaR/Performance_evaluation.py -------------------------------------------------------------------------------- /VaR/VaR_models.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/VaR/VaR_models.py -------------------------------------------------------------------------------- /VaR/VaR_ploting.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/VaR/VaR_ploting.py -------------------------------------------------------------------------------- /VaR/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /VaR/calculate_functions.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/VaR/calculate_functions.py -------------------------------------------------------------------------------- /VaR/calculate_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/VaR/calculate_volatility.py -------------------------------------------------------------------------------- /test/Data_loader.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/test/Data_loader.py -------------------------------------------------------------------------------- /test/VARData.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/test/VARData.xlsx -------------------------------------------------------------------------------- /test/VaR_measure_Monte.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xiaoyouabc/VaR_models/HEAD/test/VaR_measure_Monte.py -------------------------------------------------------------------------------- /test/__init__.py: -------------------------------------------------------------------------------- 1 | --------------------------------------------------------------------------------