matlab中洋红色代码-SFM09var_block_max_params:SFM09var_block_max_params

matlab中洋红色代码SFM09var_block_max_params SFM09var_block_max_params Name of QuantLet : SFM09var_block_max_params Published in : Statistics of Financial Markets Description : ' Provides and plots shape, scale and location parameters estimated for calculating Value-at-Risk with Block Maxima Model. ' Keywords : VaR, block-maxima, data visualization, estimation, forecast, graphical representation, parameter, plot, portfolio, scale Author : Chen Yingping ,Deng Ziwen ,Zhang Huijie ,Zhang Yifan. Submitted