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NTS Sample-path Simulation
Generate fattailed sample path for simulating log-price of a financial asset.
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NTS Fit
Fit the fattailed model to the daily log return of a financial asset.
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Risk Assessment
Measure daily risks ( VaR and CVaR(or Expected Shortfall) ) of a financial asset using volatility clustering model with fattailed innovation.
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Risk Timeseries
Show time series of the VaR / CVaR (Expected Shortfall) and the tail risk index.
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Risk Weather
Show today's risk level and 7 days forecast of the risk weather index.
10 styles RiskWeather emoticons. |
