Documentation
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Volatility Analysis
The variation in time series data
Correlation Analysis
The co-movement of two or more time series
Systemic Risk Analysis
Estimating the capital shortfall of firms given a financial crisis
Long Run Value at Risk
Estimating extreme left tail returns for time series
Liquidity Analysis
Estimating the amount of price friction caused by trading an asset
Fixed Income Analysis
Forecasting future interest rates
Climate Risk Analysis
Measuring and hedging the risks of climate change
Common Volatility Risk Analysis
Measuring the magnitude and impact of common shocks