data_US                 Historical data for the US (GDP and Financial
                        Conditions) from 1973:Q1 to 2020:Q1
data_euro               Historical data for the eurozone (GDP and
                        Financial Conditions) from 2008:Q4 to 2022:Q3
data_param_histo_US     Historical parameters (skew-t) for the US from
                        1973:Q1 to 2020:Q1
f_ES                    Expected Shortfall
f_VaR                   Value-at-Risk
f_compile_quantile      Estimation of quantiles
f_distrib               Distribution
f_histo_RM              Historical parameters
f_nadaraya_watson_quantile
                        Estimation of quantiles using the
                        Nadaraya-Watson estimator with a product kernel
f_plot_distrib_2D       Plot of historical distributions in 2D
f_plot_distrib_3D       Plot of historical distributions in 3D
