vcov.esreg | R Documentation |
Estimate the variance-covariance matrix of the joint (VaR, ES) estimator
## S3 method for class 'esreg'
vcov(object, method = "asymptotic", ...)
object |
An esreg object |
method |
For asymptotic use vcovA, for boot use vcovB |
... |
All possible values which can be passed to vcovA and vcovB |
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