Dowd-package: R-version of Kevin Dowd's MATLAB Toolbox from book "Measuring...
In Dowd: Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk
Description
Acknowledgments
Author(s)
References
Description
Dowd Kevin Dowd's book "Measuring Market Risk" gives overview of risk measurement procedures with focus on Value at Risk (VaR) and Expected Shortfall (ES).
Acknowledgments
Without Kevin Dowd's book Measuring Market Risk and accompanying MATLAB toolbox, this project would not have been possible.
Peter Carl and Brian G. Peterson deserve special acknowledgement for mentoring me on this project.
Author(s)
Dinesh Acharya
Maintainer: Dinesh Acharya dines.acharya@gmail.com
References
Dowd, K. Measuring Market Risk. Wiley. 2005.
Dowd documentation built on May 2, 2019, 6:15 p.m.
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Description Acknowledgments Author(s) References
Description
Dowd Kevin Dowd's book "Measuring Market Risk" gives overview of risk measurement procedures with focus on Value at Risk (VaR) and Expected Shortfall (ES).
Acknowledgments
Without Kevin Dowd's book Measuring Market Risk and accompanying MATLAB toolbox, this project would not have been possible.
Peter Carl and Brian G. Peterson deserve special acknowledgement for mentoring me on this project.
Author(s)
Dinesh Acharya
Maintainer: Dinesh Acharya dines.acharya@gmail.com
References
Dowd, K. Measuring Market Risk. Wiley. 2005.
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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