Comparing risk with VaR models in COVID-19 pandemic period
Published: 9 March 2021| Version 1 | DOI: 10.17632/35bx8pw9bj.1
Contributor:
Foued Hamouda
Description
This dataset contains all variables used to estimate and backtest VaR models in TUNINDEX stock index.
Files
Steps to reproduce
Data were collected from "Tunisianfirms" R package available at https://github.com/Foha2001/tunisianfirms
Categories
Empirical Finance