Repositorio de datos de investigación de la Universidad del Rosario

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1 to 10 of 411 Results

LookForwardRatioExpectedShortfallBenchmark.R May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality R Syntax - 5.3 KB - MD5: 68d75a6c2e79fa5a866fbf10985d1c74 Replication code Expected Shortfall
LookForwardRatioExpectedShortfallBufferAddOn.R May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality R Syntax - 5.4 KB - MD5: c68c863763b5dec22257bd9c3a53b06f Replication code Expected Shortfall with regulatory countercyclical Buffer type add-On.
LookForwardRatioExpectedShortfallFloorAddOn.R May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality R Syntax - 5.8 KB - MD5: 9c7e4892f2ac2411329ffaee0a245e58 Replication code Expected Shortfall with regulatory countercyclical Floor type add-On.
LookForwardRatioExpectedShortfallStressAddOn.R May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality R Syntax - 7.3 KB - MD5: 5603f85ea73b1a5873da7b2188277ea7 Replication code Expected Shortfall with regulatory countercyclical Stress type add-On.
LookForwardRatioWorstCcaseHigherMomentRMwithUncertainty.R May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality R Syntax - 7.8 KB - MD5: dd4fc33b3a7a65c13f8c398ff3a9b7c3 Replication code to estimate worst case higher order risk measures with uncertainty.
Worst-Case Higher Moment Risk Measure PDG.docx May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality MS Word - 111.7 KB - MD5: 05d5d1525e9da78e3e786643b2833625 Plan de Gestion de Datos
Plan_de_gestion_de_datos_Replication Data for Network Topology in Decentralized Finance_UR 7_02_2024.pdf Mar 12, 2024 - Plan de Gestión de Datos Adobe PDF - 302.6 KB - MD5: 0d5c2c682a550d8aac0276f02703aff8
edges.pickle Dec 7, 2023 - Replication Data for: Network Topology in Decentralized Finance Unknown - 11.1 MB - MD5: 8e95ae7b69a15faa54acd2637ac05be4 Information on transactions among identified addresses.
labels.pickle Dec 7, 2023 - Replication Data for: Network Topology in Decentralized Finance Unknown - 162.1 KB - MD5: ace2077516cc484c6a59319bfe5b0b66 Labels for the nodes in the network
nodes.pickle Dec 7, 2023 - Replication Data for: Network Topology in Decentralized Finance Unknown - 458.9 KB - MD5: 868fe36d16ba2df311aaea77e6db3825 Balances for the nodes in the network

LookForwardRatioExpectedShortfallBenchmark.R

May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality

R Syntax - 5.3 KB - MD5: 68d75a6c2e79fa5a866fbf10985d1c74

Replication code Expected Shortfall

LookForwardRatioExpectedShortfallBufferAddOn.R

May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality

R Syntax - 5.4 KB - MD5: c68c863763b5dec22257bd9c3a53b06f

Replication code Expected Shortfall with regulatory countercyclical Buffer type add-On.

LookForwardRatioExpectedShortfallFloorAddOn.R

May 15, 2024 - Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality

R Syntax - 5.8 KB - MD5: 9c7e4892f2ac2411329ffaee0a245e58

Replication code Expected Shortfall with regulatory countercyclical Floor type add-On.