Functions and data sets for reproducing selected results from
the book "Quantitative Risk Management: Concepts, Techniques and Tools".
Furthermore, new developments and auxiliary functions for Quantitative
Risk Management practice.
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click here to download the reference manual.
Marius Hofert, a year ago
Browse source code at
Marius Hofert [aut, cre]
Kurt Hornik [aut]
Alexander J. McNeil [aut]
GPL (>= 3) | file LICENCE
Imports graphics, lattice, quantmod, Quandl, zoo, xts, methods, grDevices, stats, rugarch, utils
Suggests combinat, copula, knitr, mvtnorm, QRM, sfsmisc, RColorBrewer, sn
gnn, qrmdata, zenplots.
See at CRAN