Man pages for cvar
Compute Expected Shortfall and Value at Risk for Continuous Distributions

cvar-packageCompute Conditional Value-at-Risk and Value-at-Risk
ESCompute expected shortfall (ES) of distributions
GarchModelSpecify a GARCH model
predict.garch1c1Prediction for GARCH(1,1) time series
sim_garch1c1Simulate GARCH(1,1) time series
VaRCompute Value-at-Risk (VaR)
cvar documentation built on May 2, 2019, 2:09 p.m.