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项目作者： romainlafarguette

项目描述 ：
Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"
高级语言： Jupyter Notebook
项目地址: git://github.com/romainlafarguette/varfxi.git
创建时间： 2020-08-11T21:45:20Z
项目社区：https://github.com/romainlafarguette/varfxi
开源协议：GNU General Public License v3.0
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imf_logo_1647757771839.pdf
VaR FXI 01 April 2021_1647757772109.pdf
ijcb_paper_1647757772924.pdf
paper_1647757773446.pdf
slides-extended_1647757773890.pdf
slides_1647757774424.pdf
benchmark_minprice_1647757774677.pdf
benchmark_minprice_cdf_1647757774753.pdf
benchmark_no_minprice_1647757774779.pdf
benchmark_no_minprice_cdf_1647757774847.pdf
coeff_chart_qreg_1647757774886.pdf
conditional_cdf_1647757774915.pdf
conditional_exceedance_1647757774968.pdf
conditional_vol_plot_1647757774993.pdf
descriptive_plot_1647757775043.pdf
fanchart_1647757775083.pdf
joyplot_1647757775285.pdf
pit_chart_qreg_1647757775320.pdf
pit_chart_unconditional_1647757775340.pdf
pitchart_1647757775360.pdf
pitchart_egarch_gaussian_1647757775436.pdf
pitchart_garch_gaussian_1647757775495.pdf
pitchart_garch_tskew_1647757775536.pdf
pitchart_tskew_gaussian_1647757775540.pdf
var_rule_1647757775609.pdf