Pinned Loading

1. esreg esreg Public

   The goal of esreg is to simultaneously model the quantile and the expected shortfall of a response variable given a set of covariates.

   R 2 2

2. l1qr l1qr Public

   Lasso Quantile Regression

   Python 31 8

3. ResampleHF ResampleHF Public

   Resample High Frequency Data

   Python 6 6

4. RealizedQuantities RealizedQuantities Public

   Estimation of realized quantities

   Python 16 4

5. esback esback Public

   Expected Shortfall Backtesting

   R 12 4

6. Portfolio-Analysis Portfolio-Analysis Public

   Python 1 2