An R Package for Value at Risk and Expected Shortfall (Q129979): Difference between revisions

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@@ Property / publication date @@
+October 2016Timestamp +2016-10-26T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
-Timestamp
++2016-10-26T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
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@@ Property / publication date: 26 October 2016 / rank @@
+Normal rank
@@ Property / author @@
+Stephen Chan
@@ Property / author: Stephen Chan / rank @@
+Normal rank
@@ Property / author @@
+Saralees Nadarajah
@@ Property / author: Saralees Nadarajah / rank @@
+Normal rank
@@ Property / author @@
+Emmanuel Afuecheta
@@ Property / author: Emmanuel Afuecheta / rank @@
+Normal rank
@@ Property / title @@
+An R Package for Value at Risk and Expected Shortfall (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.91001
@@ Property / zbMATH Open document ID: 1349.91001 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+-04
@@ Property / Mathematics Subject Classification ID: 91-04 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6643791
@@ Property / zbMATH DE Number: 6643791 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+expected shortfall
@@ Property / zbMATH Keywords: expected shortfall / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+parametric distributions
@@ Property / zbMATH Keywords: parametric distributions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+value at risk
@@ Property / zbMATH Keywords: value at risk / rank @@
+Normal rank