An R Package for Value at Risk and Expected Shortfall (Q129979)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An R Package for Value at Risk and Expected Shortfall |
scientific article; zbMATH DE number 6643791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An R Package for Value at Risk and Expected Shortfall |
scientific article; zbMATH DE number 6643791 |
Statements
45
0 references
9
0 references
3416-3434
0 references
2 August 2016
0 references
26 October 2016
0 references
An R Package for Value at Risk and Expected Shortfall (English)
0 references
expected shortfall
0 references
parametric distributions
0 references
value at risk
0 references
0 references
0 references
0 references
0 references
