quarks
From MaRDI portal
Software:98181
CRANquarksMaRDI QIDQ98181FDOQ98181
Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
Last update: 31 August 2022
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.1.3
This page was built for software: quarks