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  1. MonteCarlo MonteCarlo Public

    Monte Carlo used for the seminar Monte Carlo Methods in Econometrics and Finance at the university of Copenhagen

    MATLAB 1 3

  2. BacktestToolbox BacktestToolbox Public

    A toolbox of Matlab files used to conduct backtesting of Value-at-Risk. The toolbox includes most existing backtests, options for boostrapping as well as a manual and codes for examining power and …

    MATLAB 1