arorar/VarInModRisk: Variability in Modified VaR and ETL

Compute Variability in Modified VaR and ETL estimates. Analyze and plot the efficiency.

Getting started

Package details

AuthorRohit Arora
MaintainerRohit Arora <[email protected]>
LicenseArtistic-2.0
Version1.0.9
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("arorar/VarInModRisk")
arorar/VarInModRisk documentation built on May 10, 2019, 1:48 p.m.