QRM
From MaRDI portal
swMATH11358CRANQRMMaRDI QIDQ23304FDOQ23304
Provides R-Language Code to Examine Quantitative Risk Management Concepts
Bernhard Pfaff, Alexander Mcneil
Last update: 15 February 2020
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.4-31
Official website: http://cran.r-project.org/web/packages/QRM/index.html
Source code repository: https://github.com/cran/QRM
Cited In (only showing first 100 items - show all)
- AZIAD
- mnormt
- Linkages
- RESTART
- AS 6
- faraway
- CAViaR
- ROME
- mixsmsn
- PENLAB
- nacopula
- bfa
- quantmod
- timeSeries
- copula
- LMOMENTS
- CDVine
- PGMM
- ghyp
- sn
- lmom
- POT
- teigen
- VineCopula
- fmincon
- ChainLadder
- VaR
- CASdatasets
- Runuran
- PerformanceAnalytics
- RMetrics
- evir
- TTR
- asbio
- Bolstad
- bvarsv
- FAwR
- FinTS
- Flury
- gPdtest
- HAC
- ismev
- MultiOrd
- mvShapiroTest
- NSM3
- siggenes
- lawstat
- RTDE
- kerdiest
- VarianceGamma
- SpatialExtremes
- TwoCop
- adsimp
- Rugarch
- fExtremes
- VISSIM
- copula
- CopulaRegression
- npcp
- PBC
- GenOrd
- lmomco
- Portfolio Safeguard
- M_Map
- qrmtools
- kSamples
- futureheatwaves
- ZMAP
- hkevp
- nsRFA
- smoothtail
- seqHMM
- Emmixuskew
- spd
- MS_Regress
- extremogram
- FRAPO
- G@RCH
- VaRES
- bootstrap
- ADGofTest
- ContaminatedMixt
- extRemes
- GIGrvg
- smatr
- ETAS
- MNPBEM
- MixGHD
- surrosurv
- evmix
- ExtremalDep
- ArrayCluster
- gk
- longclust
- qrng
- MVN
- UNPHASED
- vscc
- BFpack
- tlrmvnmvt
This page was built for software: QRM
