esback
Expected Shortfall Backtesting

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Man pages for esback
Expected Shortfall Backtesting

cc_backtestConditional Calibration Backtest
er_backtestExceedance Residuals Backtest
esbackesback: A package for backtesting expected shortfall...
esr_backtestExpected Shortfall Regression Backtest
parameter_definitionParameter Definitions
risk_forecastsReturns and risk forecasts for the S&P 500 index
esback documentation built on Sept. 4, 2023, 1:06 a.m.

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