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2 results by maintainer "Sebastian Letmathe"
quarks
v1.1.6
8007th by downloads
Simple Methods for Calculating and Backtesting Value at Risk and
Expected Shortfall
Sebastian Letmathe
427 downloads/30d
ufRisk
v1.0.7
12516th by downloads
Risk Measure Calculation in Financial TS
Sebastian Letmathe
250 downloads/30d