VaRES
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Software:29321
swMATH17463CRANVaRESMaRDI QIDQ29321
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Stephen Chan, Emmanuel Afuecheta, Saralees Nadarajah
Last update: 22 April 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0.2
Source code repository: https://github.com/cran/VaRES
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