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Autocorrelation  /  GARCH  /  Risk Contributions

Risk Contribution

1. Loading Data

1.1. Asset Return Time Series

This example requires return time series data. Please organize your data such that rows contain observations and columns time series. Then copy/paste time series data from the clipboard to the box below and click the upload button.

Alternatively, you can use example data  provided by us.

[ Load  | Clear  ]

Number of time series loaded: 0
Number of observations loaded: 0

Note: The maximum number of assets is limited to 5 in the free version of this web app.

1.2 Asset Weights

This example also requires asset. As ex ante contributions are calculated , asset weights at one particular point in time (typically today) are required. Please organize your data such that asset weights are in one row. Then copy/paste time series data from the clipboard to the box below and click the upload button.

Alternatively, you can use u can use example data  provided by us.

[ Load  | Clear  ]

Number of asset weights loaded: 0

2. Analysis

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