FinEX-package: Financial Econometrics with extreme value statistics
In lucatrapin/FinEx: Financial econometrics analysis with extreme value statistics
Description
Author(s)
See Also
Description
The package provides different econometrics techniques based on extreme value statistics to compute dynamic conditional risk measures used in financial econometrics.
Author(s)
- Mantainer:
Luca Trapin <luca.trapin@unibo.it>
- Author:
Marco Bee <marco.bee@unitn.it>
See Also
Useful links
lucatrapin/FinEx documentation built on Dec. 21, 2021, 11:52 a.m.
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Description Author(s) See Also
Description
The package provides different econometrics techniques based on extreme value statistics to compute dynamic conditional risk measures used in financial econometrics.
Author(s)
- Mantainer:
Luca Trapin
<luca.trapin@unibo.it>- Author:
Marco Bee
<marco.bee@unitn.it>
See Also
Useful links
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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