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Dear senior colleagues, I am measuring systemic risk in financial institutions. I need help on how to estimate these systemic risks measures using Eviews/ STATA/ R/ Python or Matlab: Delta...
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I want to understand this code. rm = r(:,1); % index returns rm_0 = rm - mean(rm); rf = r(:,2); % security returns rf_0 = rf - mean(rf); [p,h] = dcc_gjrgarch(r); % p is the conditional...
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Hello. I am working on GCC and ASEAN countries. I need weekly data on state variables for the following GCC countries Bahrain, Kuwait, Oman, Qatar, Saudi Arabia, and the United Arab Emirates and...
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