An R Package for Value at Risk and Expected Shortfall (Q129979): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/03610918.2014.944658 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1619979363 / rank | |||
Normal rank |
Revision as of 22:54, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An R Package for Value at Risk and Expected Shortfall |
scientific article |
Statements
45
0 references
9
0 references
3416-3434
0 references
2 August 2016
0 references
26 October 2016
0 references
An R Package for Value at Risk and Expected Shortfall (English)
0 references
expected shortfall
0 references
parametric distributions
0 references
value at risk
0 references