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Appendix

NIAID Data Ecosystem2026-03-14 收录

加密货币波动率建模

金融风险度量

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https://data.mendeley.com/datasets/22xmtknw62 数据链接链接失效反馈

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资源简介：

Appendix for paper STYLIZED FACTS, VOLATILITY DYNAMICS AND RISK MEASURES OF CRYPTOCURRENCIES’

应用场景：

创建时间：

2023-02-27

金融风险度量

绩效评估

While the Sharpe ratio is still the dominant measure for ranking risky assets, a substantial effort has been made over the past three decades to find a way to account for non-Normally distributed risk

NBER2013-10-01 更新50

Replication Data for: "A New Regression-Based Tail Index Estimator"

极值理论估计

金融风险度量

Rodrigues, Paulo M. M., and Nicolau, João, (2019) "A New Regression-Based Tail Index Estimator." Review of Economics and Statistics 101:4, 667-680.

Harvard Dataverse2020-06-30 更新20

Simulation results for VaR and TVaR of the fWeibull, EW and TI-HLW distributions.

金融风险度量

极值分布模拟

Simulation results for VaR and TVaR of the fWeibull, EW and TI-HLW distributions.

Figshare2020-08-27 更新20

Quarterly CET1 ratio of the largest banks in the U.S. 2013-2025

银行资本监管

金融风险度量

Common equity tier 1 capital (CET1) ratio of the five largest banks in the United States from 1st quarter 2013 to 2nd quarter 2025

Statista40

Numerical measures of VaRs and ESs of EGuNH for D1, D2 and D3.

金融风险度量

市场风险模型

Numerical measures of VaRs and ESs of EGuNH for D1, D2 and D3.

NIAID Data Ecosystem20

Appendix

资源简介：

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