Dowd-package: R-version of Kevin Dowd's MATLAB Toolbox from book "Measuring...

Description Acknowledgments Author(s) References


Dowd Kevin Dowd's book "Measuring Market Risk" gives overview of risk measurement procedures with focus on Value at Risk (VaR) and Expected Shortfall (ES).


Without Kevin Dowd's book Measuring Market Risk and accompanying MATLAB toolbox, this project would not have been possible.

Peter Carl and Brian G. Peterson deserve special acknowledgement for mentoring me on this project.


Dinesh Acharya

Maintainer: Dinesh Acharya


Dowd, K. Measuring Market Risk. Wiley. 2005.

Search within the Dowd package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.