Ecosyste.ms: Packages

An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.

pypi.org "value-at-risk" keyword

varfxi 0.0.4

Volatility based estimation for FX interventions
4 versions - Latest release: about 1 year ago - 1 dependent repositories - 26 downloads last month - 7 stars on GitHub - 1 maintainer

vartests 0.2.2

Statistic tests for Value at Risk (VaR) Models.
29 versions - Latest release: about 1 year ago - 2 dependent repositories - 1.98 thousand downloads last month - 13 stars on GitHub - 1 maintainer

Related Keywords

var 1 garch 1 garch-model 1 backtest 1 backtesting 1 berkowitz 1 christoffersen 1 christoffersen-pelletier 1 duration-test 1 finance 1 kupiec-test 1 statistical-tests 1