Sebastian Bayer BayerSe

Pinned Loading

1. The goal of esreg is to simultaneously model the quantile and the expected shortfall of a response variable given a set of covariates.

   R 2 2

2. Lasso Quantile Regression

   Python 31 8

3. Resample High Frequency Data

   Python 7 6

4. Estimation of realized quantities

   Python 18 4

5. Expected Shortfall Backtesting

   R 13 4