Systemic Risk计算的5种VaR算法matlab代码

Systemic Risk计算的5种VaR算法matlab代码，是发表数量经济、
风险管理、金融分析方面论文的绝好材料，具体包括

1，CoVaR (Condit
ional Value-at-Risk) proposed by Adrian 
& Brunnermeier (2009);

2，ΔCoVaR (Delta 
Conditional Value-at-Risk) proposed by A
drian & Brunnermeier (2009);

3，MES (Mar
ginal Expected Shortfall) proposed by Ac
harya et al. (2010);

4，Network Measures
 proposed by Billio et al. (2011);

5，SR
ISK (Conditional Capital Shortfall Index
) proposed by Brownlees & Engle (2014).

 SystemicRisk-master.zip (
2.33 MB, 需要
: RMB 9 元)
   

下载链接：https://download.csdn.net/download/weixin_45892228/89135502

点击下载：Systemic Risk计算的5种VaR算法matlab代码