Faisal Nawaz

5 Questions 7 Answers 0 Followers

Questions related from Faisal Nawaz

Can we model VaR(Value at risk ) or other quantitative forecast and correct it with certain risk signals using NLP ?

Can we model VaR(Value at risk ) or other quantitative forecast and correct it with certain risk signals using NLP ...so that we have the best mixed.

22 April 2019 2,697 2 View

How do I extract the variance-covariance matrix (or the correlation matrix) estimate from Joe, t and tawn copula?

I have a question about the R package copula. When using fitCopula to fit a copula to data, more specifically a n dimensional t-copula, joe and tawn copula to a set of some stock daily returns,...

30 November 2017 910 0 View

How to find VaR when you have the parameter of say copula t?

how to find VaR vector out of copula, say i have find the parameter of t copula...

08 April 2017 1,200 2 View

SV stochastic volatility coding help?

Dear Madam, Would you like to help me to flag out the language or code for Stochastic volatility of GARCH model using high, low and close price of stock data.

13 February 2017 4,840 3 View

Vine copula tree graph help?

Using R code in Vine copula package we can have tree gaph of dependent copula, can we draw the same tree in Matlab....any help?

01 January 1970 3,639 1 View