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Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

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VaR-calculation

Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

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Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

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finance pyhton garch value-at-risk risk-management evt garch-model egarch

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