portvine (Q82991)

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Vine Based (Un)Conditional Portfolio Risk Measure Estimation
Language Label Description Also known as
English
portvine
Vine Based (Un)Conditional Portfolio Risk Measure Estimation

    Statements

    instance of
    R package
    0 references
    programmed in
    R
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    last update
    6 January 2023
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    software version identifier
    1.0.2
    publication date
    6 January 2023
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    author
    Emanuel Sommer
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    imports
    checkmate
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    data.table
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    dplyr
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    dtplyr
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    future.apply
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    methods
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    ppcor
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    Rcpp
    software version identifier
    ≥ 0.12.12
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    rlang
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    rugarch
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    rvinecopulib
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    tidyr
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    Identifiers

    CRAN project
    portvine
    0 references
     
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