data_euro | Historical data for the eurozone (GDP and Financial Conditions) from 2008:Q4 to 2022:Q3 |
data_param_histo | Historical parameters (skew-t) for the US from 1973:Q1 to 2022:Q3 |
data_US | Historical data for the US (GDP and Financial Conditions) from 1973:Q1 to 2022:Q3 |
f_compile_quantile | Estimation of quantiles |
f_distrib | Distribution |
f_ES | Expected Shortfall |
f_histo_RM | Historical parameters and Risk Measures |
f_param_histo | Historical parameters |
f_plot_distrib_2D | Plot of historical distributions in 2D |
f_plot_distrib_3D | Plot of historical distributions in 3D |
f_VaR | Value-at-Risk |