FRAPO

MaRDI QIDQ29100swMATHCRANFDO

Authors Bernhard Pfaff

Last update 25 January 2026

Copyright license GNU General Public License

Software version identifier 0.4-1, 0.3-6, 0.3-7, 0.3-8, 0.4-0, PACKAGES.rds, 0.4-2

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

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

Description

Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.

Cited in

(14)

• gb
• iClick
• gldex
• urca
• gld
• Financial risk modelling and portfolio optimization with R
• ctv
• cccp
• gogarch
• rneos
• Financial risk modelling and portfolio optimization with R
• bda
• An efficient estimator of the parameters of the generalized lambda distribution
• A simple and efficient method for finding the closest generalized lambda distribution to a specific model

This page was built for software: FRAPO