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 July 2, 2020, 2:18 a.m.