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QuantLet/SFM2-SS16-ToDo
QuantLet/SFM2-SS16-ToDo PublicFor the student projects of SFM2 course, SS16
R 8
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QuantLet/SL_Klagenfurt_2019
QuantLet/SL_Klagenfurt_2019 PublicStatistical Learning class at Alpen-Adria-Universität Klagenfurt summer semester 2019 given by Prof. Dr. Härdle.
Python 6
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QuantLet/SRMC
QuantLet/SRMC PublicInvestigates sensitivity of risk measures including Value-at-Risk, expected-shortfall and expectile-quantile transformation level in the framework of Huber (1964), i.e., considerting the underlying…
R 6
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