| jvnVaR-package {jvnVaR} | R Documentation |
Value at risk package.
Description
Provide many method to compute, predict and back-test VaR.
More about what it does, see the report: Value at Risk.<researchgate.net>
Details
| Package: | jvnVaR |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2015-08-10 |
| License: | GPL-3 |
Using command 'jListFunctions()' to know its useful functions.
Author(s)
Hung Vu
Maintainer: Hung Vu <viethungttbk@gmail.com>
References
See the report: Value at Risk.<Researchgate.net>
See Also
https://www.researchgate.net/profile/Vu_Hung4
[Package jvnVaR version 1.0 Index]