Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

I am doing a research for a paper for market risk stress testing. In fact I found some information on the web about this important topic such as:

However, this papers are mostly theoretical and do not talk about best practices or specific examples of market risk stress tests. I really would value a simple R example to understand the underlying calculations?

I appreciate your answer!

share|improve this question
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.