R Package Scholar
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VaRES: Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

Leo Belzile • Saralees Nadarajah • Stephen Chan • Emmanuel Afuecheta •  View description and downloads View dependencies GitHub project

2013 Published
0 Citations
4 Authors
2 Revisions
1.0.2 Version
GPL-2 License

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