qrmdata

MaRDI QIDQ42968swMATHCRANFDO

Authors Marius Hofert, Kurt Hornik, Alexander J. McNeil

Last update 10 September 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 2022-05-31-1, PACKAGES.rds, 2016-01-03-1, 2019-12-03-1, 2024-03-04-2, 2025-07-24-3

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

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

Description

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

Cited in

(8)

• AS 6
• MADE4
• The tail dependograph
• qrng
• sensitivity
• nvmix
• Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
• Normal variance mixtures: distribution, density and parameter estimation

This page was built for software: qrmdata