Comparing risk with VaR models in COVID-19 pandemic period
Published: 09-03-2021| Version 1 | DOI: 10.17632/35bx8pw9bj.1
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Description
This dataset contains all variables used to estimate and backtest VaR models in TUNINDEX stock index.
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Steps to reproduce
Data were collected from "Tunisianfirms" R package available at https://github.com/Foha2001/tunisianfirms