Compute Expected Shortfall and Value at Risk for Continuous Distributions

cvar-package | Compute Conditional Value-at-Risk and Value-at-Risk |

ES | Compute expected shortfall (ES) of distributions |

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) |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.