VaRES (Q29321)
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Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | VaRES |
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions |
Statements
22 April 2023
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expanded from: GPL (≥ 2) (English)
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Saralees Nadarajah
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Stephen Chan
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