LFUrmutils-package: LFU Risk Management Utilities
In LFUrmutils: LFU Risk Management Utilities
Description
Author(s)
References
Description
The package contains utility functions for the bachelor's seminar in risk management at the University of Innsbruck. In particular, it contains functions to compute and manipulate various univariate and multivariate volatility models. Future releases of this package may also provide functions to make outputs from other packages more comparable to those of this package.
Author(s)
Bernhard Eder
References
Danielsson (2011). Financial Risk Forecasting. Wiley. Chichester.
Jorion (2007). Value at Risk, 3rd. McGraw-Hill. New York.
Ruppert and Matteson (2015). Statistics and Data Analysis for Financial Engineering, 2nd. Springer. New York.
LFUrmutils documentation built on Jan. 3, 2020, 3 a.m.
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Description Author(s) References
Description
The package contains utility functions for the bachelor's seminar in risk management at the University of Innsbruck. In particular, it contains functions to compute and manipulate various univariate and multivariate volatility models. Future releases of this package may also provide functions to make outputs from other packages more comparable to those of this package.
Author(s)
Bernhard Eder
References
Danielsson (2011). Financial Risk Forecasting. Wiley. Chichester. Jorion (2007). Value at Risk, 3rd. McGraw-Hill. New York. Ruppert and Matteson (2015). Statistics and Data Analysis for Financial Engineering, 2nd. Springer. New York.
R Package Documentation
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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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