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A new R contributed package written by the authors is introduced. The package is believed to be the most comprehensive one to date for financial risk measures. It computes twenty… Click to show full abstract
A new R contributed package written by the authors is introduced. The package is believed to be the most comprehensive one to date for financial risk measures. It computes twenty six financial risk measures for any continuous distribution. The use of the package is illustrated.
Keywords:
package financial;
financial risk;
risk package;
risk;
risk measures
Journal Title: Computational Economics
Year Published: 2019
Link to full text (if available)
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Journal Title: Computational Economics
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!