Man pages for cvar
Compute Expected Shortfall and Value at Risk for Continuous Distributions
| cvar-package | Compute Expected shortfall (ES) and Value-at-Risk (VaR) |
| ES | Compute expected shortfall (ES) |
| GarchModel | Specify a GARCH model |
| predict.garch1c1 | Prediction for GARCH(1,1) time series |
| sim_garch1c1 | Simulate GARCH(1,1) time series |
| VaR | Compute Value-at-Risk (VaR) |
