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swMATH29162CRANnseMaRDI QIDQ40876

Numerical Standard Errors Computation in R

Keven Bluteau, David Ardia

Last update: 10 November 2022

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

Software version identifier: 1.21

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

Cites work

• Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation
• nse: Computation of Numerical Standard Errors in R

Described by source

• Methods for computing numerical standard errors: review and application to value-at-risk estimation

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