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Matlab Extreme Value Theory/VAR |
| Status |
Frozen |
| Budget |
$20-$150 |
| Posted |
13 May 2008 06:47 PM |
| Expires |
03 Jun 2008 06:47 PM |
| Posted By |
kentonic |
| Service buyer Rating |
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| Description |
I need to model the tails of financial returns of a stock index using the peaks over threshold method of extreme value theory. Since I am new to Matlab, I am having problems. All I need is some graphical outputs and/or EVT and VaR figures. Thank you! |
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| Database |
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| Operating System |
Matlab
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