jvnVaR-package: Value at risk package.

Description Details Author(s) References See Also

Description

Provide many method to compute, predict and back-test VaR.

More about what it does, see the report: Value at Risk.<researchgate.net>

Details

Package: jvnVaR
Type: Package
Version: 1.0
Date: 2015-08-10
License: GPL-3

Using command 'jListFunctions()' to know its useful functions.

Author(s)

Hung Vu

Maintainer: Hung Vu <viethungttbk@gmail.com>

References

See the report: Value at Risk.<Researchgate.net>

See Also

https://www.researchgate.net/profile/Vu_Hung4


jvnVaR documentation built on May 1, 2019, 8:29 p.m.