Trung Le (@TrungLeVn)
github

TrungLeVn

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  • Stars
    star
    5
  • Global Rank 1,435,387 (Top 50 %)
  • Followers 9
  • Following 5
  • Registered over 7 years ago
  • Most used languages
    R
         80.0 %
    MATLAB
         20.0 %
  • Location 🇻🇳 Vietnam
  • Country Total Rank 4,873
  • Country Ranking
    R
         7
    MATLAB
         91

Top repositories

1

OptSK

This package is to create the option implied moments and realized skewness
R
3
star
2

rugarch2

A modified version of rugarch package by Alexios for personal purpose
R
1
star
3

MidasVaREs

R
1
star
4

VaRES

Matlab codes to estimate Value-at-Risk and Expected Shortfall
MATLAB
1
star
5

SgtAcd

R
1
star