R Package Scholar
679,609

esreg: Joint Quantile and Expected Shortfall Regression

Sebastian Bayer • Timo Dimitriadis •  View description and downloads View dependencies GitHub project

2017 Published
0 Citations
2 Authors
6 Revisions
0.6.2 Version
GPL-3 License
Referenced by ⇅ Year
esback: Expected Shortfall Backtesting (Version 0.3.1)

2020

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