Man pages for BayerSe/esback
Expected Shortfall Backtesting

cc_backtestConditional Calibration Backtest
er_backtestExceedance Residuals Backtest
esbackesback: A package for evaluating and backtesting expected...
esr_backtestExpected Shortfall Regression Backtest
esr_backtest_interceptExpected Shortfall Regression Intercept Backtest
joint_lossJoint Quantile and Expected Shortfall Loss Function
parameter_definitionParameter Definitions
risk_forecastsReturns and risk forecasts for the S&P 500
BayerSe/esback documentation built on Jan. 21, 2019, 1:21 p.m.