lucatrapin/FinEx: Financial econometrics analysis with extreme value statistics
The package provides different econometrics techniques based on extreme value statistics to compute dynamic conditional risk measures used in financial econometrics.
Getting started
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Package details |
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| Author | Luca Trapin [aut, cre] (<https://orcid.org/0000-0001-8613-0962>), Marco Bee [aut] (<https://orcid.org/0000-0002-9579-3650>) |
| Maintainer | |
| License | GPL-3 |
| Version | 0.0.1 |
| URL | https://github.com/lucatrapin/FinEx |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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