jvnVaR: Value at Risk
Version 1.0

Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk .

Package details

AuthorHung Vu
Date of publication2015-11-18 15:48:49
MaintainerHung Vu <[email protected]>
Package repositoryView on CRAN
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jvnVaR documentation built on May 29, 2017, 11:25 a.m.