Risk
Analytics
(scientific IDE)
Top
Risk Level
Google Trends
Time Line
VarCoVaR
Details
References
Contributors
Current Risk level (Beta-Version):
Linear CoVaR Time series - 100 companies, time window 63 days (FRM 1.0)
Interactive moving time window: select desired frame in lower graph.
Google Trends
Negative keywords:
Former risk measure calculations
VarCoVaR Risk Indicator
VarCoVaR Time series (FRM 2.0).
More about VarCoVaR on GitHub
Interactive moving time window: select desired frame in lower graph.
Linear CoVaR Time series (FRM 1.0)
Interactive moving time window: select desired frame in lower graph.