jvnVaR: Value at Risk

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

Package details

AuthorHung Vu
MaintainerHung Vu <viet-hung.vu@jvn.edu.vn>
Package repositoryView on CRAN
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jvnVaR documentation built on May 1, 2019, 8:29 p.m.