Measure market risk by CAViaR model
The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.
This repository includes the code for forecasting the acid rain trend in UK since 1990 using traditional statistical models.
Different models based on different techinques were built to check the forecasting accuracy on the training set
Repository demonstrates some of the models fitted as part of research seminar at HU Berlin on predicting short term Brent crude oil prices.
This GitHub repository provides a comprehensive analysis of key economic datasets, including the Consumer Price Index and Producer Price Index. Uncovering intricacies and sector-specific insights, it aims to furnish a robust foundation for in-depth economic analysis, facilitating a nuanced understanding of contemporary economic dynamics and trends.
Add a description, image, and links to the var-forecasting topic page so that developers can more easily learn about it.
To associate your repository with the var-forecasting topic, visit your repo's landing page and select "manage topics."