FRAPO

MaRDI QIDQ29100swMATHCRANFDO

Authors Bernhard Pfaff

Last update 12 December 2016

Copyright license GNU General Public License

Software version identifier 0.4-1

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

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

Cited in

(13)

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

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