Skip to content
master
Switch branches/tags
Go to file
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
 
 

README.md

ncovar

NCoVaR is a set of functions in JavaScript which allow to calculate the test statistic of the nonparametric NCoVaR test, as proposed in 'Exploring Nonlinearities in Financial Systemic Risk' by Diks and Wolski (2013).

About

NCoVaR in JavaScript

Resources

Releases

No releases published

Packages

No packages published