Description Details Author(s) References See Also
Provide many method to compute, predict and back-test VaR.
More about what it does, see the report: Value at Risk.<researchgate.net>
Package: | jvnVaR |
Type: | Package |
Version: | 1.0 |
Date: | 2015-08-10 |
License: | GPL-3 |
Using command 'jListFunctions()' to know its useful functions.
Hung Vu
Maintainer: Hung Vu <viethungttbk@gmail.com>
See the report: Value at Risk.<Researchgate.net>
https://www.researchgate.net/profile/Vu_Hung4
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