arorar/VarInModRisk: Variability in Modified VaR and ETL
Compute Variability in Modified VaR and ETL estimates. Analyze and plot the efficiency.
Getting started
Browse package contents
Package details |
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| Author | Rohit Arora |
| Maintainer | Rohit Arora <arorar@uw.edu> |
| License | Artistic-2.0 |
| Version | 1.0.9 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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