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Stephen Chan
1 package
On CRAN since Aug 2013 (12 years) · last active 3 years ago
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VaRES
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Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Co-authored Packages
1 package
| Package | Version |
|---|---|
| VaRES | 1.0.2 |