1 to 6 of 6 Results
May 30, 2024 -
Replication Data for: ERP Responses of Ex-Combatants and War Victims Differ for Bias-Related Stimuli
Jupyter Notebook - 416.1 KB - MD5: 1b417ae8ebe5ce38812864bcd9dabf66
|
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 |
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. |
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. |
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. |
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. |