| esback {esback} | R Documentation |
esback: A package for backtesting expected shortfall forecasts
Description
The esback package contains functions for backtesting expected shortfall forecasts.
Available backtest functions
Author(s)
Maintainer: Sebastian Bayer sebastian.bayer@uni-konstanz.de
Authors:
Timo Dimitriadis timo.dimitriadis@awi.uni-heidelberg.de
[Package esback version 0.3.1 Index]