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quarks (Q98181)

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Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
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English
quarks
Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall

    Statements

    instance of
    R package
    0 references
    last update
    31 August 2022
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    software version identifier
    1.1.3
    publication date
    31 August 2022
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    author
    Sebastian Letmathe
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    imports
    ggplot2
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    graphics
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    rugarch
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    stats
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    yfR
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    dygraphs
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    progress
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    shiny
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    shinyjs
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    smoots
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    xts
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    programmed in
    R
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    depends on software
    R
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    Identifiers

    CRAN project
    quarks
    0 references
     
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