An R Package for Value at Risk and Expected Shortfall (Q129979)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An R Package for Value at Risk and Expected Shortfall |
scientific article |
Statements
45
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9
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3416-3434
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2 August 2016
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26 October 2016
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An R Package for Value at Risk and Expected Shortfall (English)
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expected shortfall
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parametric distributions
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value at risk
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