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<li class="toctree-l1 has-children"><a class="reference internal" href="../measures/">Supported Measures</a><input class="toctree-checkbox" id="toctree-checkbox-1" name="toctree-checkbox-1" role="switch" type="checkbox"/><label for="toctree-checkbox-1"><div class="visually-hidden">Toggle navigation of Supported Measures</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> | ||
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<li class="toctree-l2"><a class="reference internal" href="../measures/distress_insurance_premium/">Distress Insurance Premium</a></li> | ||
<li class="toctree-l2"><a class="reference internal" href="../measures/long_run_mes/">Long-Run Marginal Expected Shortfall (LRMES)</a></li> | ||
<li class="toctree-l2"><a class="reference internal" href="../measures/marginal_expected_shortfall/">Marginal Expected Shortfall</a></li> | ||
<li class="toctree-l2"><a class="reference internal" href="../measures/option_prices/">Option Prices</a></li> | ||
<li class="toctree-l2"><a class="reference internal" href="../measures/srisk/">SRISK</a></li> | ||
<li class="toctree-l2"><a class="reference internal" href="../measures/systemic_expected_shortfall/">Systemic Expected Shortfall</a></li> | ||
<li class="toctree-l2"><a class="reference internal" href="../measures/z_score/">Z-score</a></li> | ||
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<li class="toctree-l1 has-children"><a class="reference internal" href="../algorithms/">Algorithms</a><input class="toctree-checkbox" id="toctree-checkbox-2" name="toctree-checkbox-2" role="switch" type="checkbox"/><label for="toctree-checkbox-2"><div class="visually-hidden">Toggle navigation of Algorithms</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> | ||
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<li class="toctree-l2"><a class="reference internal" href="../algorithms/garch-ccc/">GARCH(1,1) - CCC</a></li> | ||
<li class="toctree-l2"><a class="reference internal" href="../algorithms/garch-dcc/">GARCH(1,1) - DCC</a></li> | ||
<li class="toctree-l2"><a class="reference internal" href="../algorithms/gjr-garch/">GJR-GARCH(1,1)</a></li> | ||
<li class="toctree-l2"><a class="reference internal" href="../algorithms/gjr-garch-dcc/">GJR-GARCH(1,1) - DCC</a></li> | ||
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<li class="toctree-l1 has-children"><a class="reference internal" href="../datasets/">Datasets</a><input class="toctree-checkbox" id="toctree-checkbox-3" name="toctree-checkbox-3" role="switch" type="checkbox"/><label for="toctree-checkbox-3"><div class="visually-hidden">Toggle navigation of Datasets</div><i class="icon"><svg><use href="#svg-arrow-right"></use></svg></i></label><ul> | ||
<li class="toctree-l2"><a class="reference internal" href="../datasets/stock-returns/">Stock Returns</a></li> | ||
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<p class="caption" role="heading"><span class="caption-text">Other</span></p> | ||
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<li class="toctree-l1"><a class="reference external" href="https://github.com/mgao6767/frds/">GitHub</a></li> | ||
<li class="toctree-l1"><a class="reference external" href="https://mingze-gao.com">Mingze Gao</a></li> | ||
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<h1>All modules for which code is available</h1> | ||
<ul><li><a href="frds/algorithms/_garch/">frds.algorithms._garch</a></li> | ||
<li><a href="frds/algorithms/_mgarch/">frds.algorithms._mgarch</a></li> | ||
<li><a href="frds/measures/_absorption_ratio/">frds.measures._absorption_ratio</a></li> | ||
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<li><a href="frds/measures/_marginal_expected_shortfall/">frds.measures._marginal_expected_shortfall</a></li> | ||
<li><a href="frds/measures/_option_price/">frds.measures._option_price</a></li> | ||
<li><a href="frds/measures/_srisk/">frds.measures._srisk</a></li> | ||
<li><a href="frds/measures/_systemic_expected_shortfall/">frds.measures._systemic_expected_shortfall</a></li> | ||
<li><a href="frds/measures/_z_score/">frds.measures._z_score</a></li> | ||
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