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esreg

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Software:42974
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swMATH31262CRANesregMaRDI QIDQ42974FDOQ42974

Joint Quantile and Expected Shortfall Regression

Timo Dimitriadis, Sebastian Bayer

Last update: 13 May 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.6.1, 0.6.2

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


Cites work

  • A joint quantile and expected shortfall regression framework



Cited In (2)

  • A joint quantile and expected shortfall regression framework
  • esback


This page was built for software: esreg

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