Skip to content

Commit dc22dbf

Browse files
committed
Create README.md in folder
1 parent 5dbe474 commit dc22dbf

File tree

1 file changed

+22
-0
lines changed

1 file changed

+22
-0
lines changed

FRM_download_data/README.md

Lines changed: 22 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,22 @@
1+
<div style="margin: 0; padding: 0; text-align: center; border: none;">
2+
<a href="https://quantlet.com" target="_blank" style="text-decoration: none; border: none;">
3+
<img src="https://github.com/StefanGam/test-repo/blob/main/quantlet_design.png?raw=true" alt="Header Image" width="100%" style="margin: 0; padding: 0; display: block; border: none;" />
4+
</a>
5+
</div>
6+
7+
```
8+
Name of Quantlet: FRM_download_data
9+
10+
Published in: FRM: A Financial Risk Meter based on penalizing tail events occurrence
11+
12+
Description: download 106 variables from the internet automatically.
13+
14+
Keywords: automatic, VaR, returns, Yahoo Finance, Federal Reserve Board, quantile regression, lasso, risk
15+
16+
See also: http://sfb649.wiwi.hu-berlin.de/frm/
17+
18+
Author: Lukas Borke, Lining Yu
19+
20+
Datafile: companylist2016.csv
21+
22+
```

0 commit comments

Comments
 (0)