Risk Quantification for Stock Portfolios under the T-Copula Model

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Documentation for package ‘riskSimul’ version 0.1.2

• DESCRIPTION file.

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riskSimul-package	Risk Quantification for Stock Portfolios under the T-Copula Model
new.portfobj	Efficient tail-loss probability and conditional excess estimation for t-copula model
NVTCopula	Efficient tail-loss probability and conditional excess estimation for t-copula model
riskSimul	Risk Quantification for Stock Portfolios under the T-Copula Model
SISTCopula	Efficient tail-loss probability and conditional excess estimation for t-copula model