Study the properties of the bivariate Student's t distribution through simulation
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Nov 29, 2025 - Python
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student-t-distribution
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Fit Student-t distribution to univariate data in Fortran and Python with SciPy and compare speed
statistics fortran probability-distribution scipy t-distribution mle student-t scipy-stats student-t-distribution
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Apr 28, 2026 - Fortran
Estimation and testing for the multivariate t-distribution
envelope multivariate-analysis kurtosis equicorrelation-test homogeneity-test multivariate-t student-t-distribution wilson-hilferty-transformation
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Feb 27, 2026 - C
Presentación de la Comunicación Oral del LII Coloquio Argentino de Estadística de la Sociedad Argentina de Estadística
r statistics time-series econometrics garch nasdaq100 r-stats financial-econometrics quarto heteroskedasticity volatility-modeling egarch student-t-distribution
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Sep 15, 2025 - HTML
An object-oriented, Walk-Forward quantitative risk engine estimating VaR and Expected Shortfall using a Student-t Copula and GJR-GARCH margins
python arma monte-carlo-simulation quantitative-finance copula value-at-risk basel gjr-garch portfolio-risk-management student-t-distribution
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Jun 3, 2026 - Python
Asymptotic and finite-sample analysis of Monte Carlo VaR and Expected Shortfall under heavy tails, model misspecification, and GARCH volatility.
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Mar 31, 2026 - Jupyter Notebook
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