jvnVaR: Value at Risk

Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk <researchgate.net>.

Version: 1.0
Depends: R (≥ 2.10.0), stats, utils
Published: 2015-11-18
Author: Hung Vu
Maintainer: Hung Vu <viet-hung.vu at jvn.edu.vn>
License: GPL-3
NeedsCompilation: no
CRAN checks: jvnVaR results

Documentation:

Reference manual: jvnVaR.pdf

Downloads:

Package source: jvnVaR_1.0.tar.gz
Windows binaries: r-devel: jvnVaR_1.0.zip, r-release: jvnVaR_1.0.zip, r-oldrel: jvnVaR_1.0.zip
macOS binaries: r-release (arm64): jvnVaR_1.0.tgz, r-oldrel (arm64): jvnVaR_1.0.tgz, r-release (x86_64): jvnVaR_1.0.tgz, r-oldrel (x86_64): jvnVaR_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=jvnVaR to link to this page.