"An R Package for Value at Risk and Expected Shortfall."

Stephen Chan, Saralees Nadarajah, Emmanuel Afuecheta (2016)

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DOI: 10.1080/03610918.2014.944658

access: closed

type: Journal Article

metadata version: 2025-04-01

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Stephen Chan, Saralees Nadarajah, Emmanuel Afuecheta:
An R Package for Value at Risk and Expected Shortfall. Commun. Stat. Simul. Comput. 45(9): 3416-3434 (2016)

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