Description Usage Arguments Author(s) See Also Examples
Bootstrap the Expected Shortfall (ES) of an xts object or matrix of asset returns
1 | bootES(R, ..., replications = 1000)
|
R |
xts object or matrix of asset returns |
replications |
number of bootstrap replications. |
... |
passthrough parameters to |
Ross Bennett
1 2 3 4 5 |
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