Articles with "risk package" as a keyword



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Risk: An R Package for Financial Risk Measures

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Published in 2019 at "Computational Economics"

DOI: 10.1007/s10614-018-9806-9

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… read more here.

Keywords: package financial; financial risk; risk package; risk ... See more keywords