esreg

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Joint Quantile and Expected Shortfall Regression

Timo Dimitriadis, Sebastian Bayer

Last update: 13 May 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.6.1, 0.6.2

Official website: https://cran.r-project.org/web/packages/esreg/index.html

Source code repository: https://github.com/cran/esreg

Cites work

• A joint quantile and expected shortfall regression framework

Cited In (2)

• A joint quantile and expected shortfall regression framework
• esback

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