R Package Scholar
28,796

esreg: Joint Quantile and Expected Shortfall Regression

Sebastian Bayer  Timo Dimitriadis   View description and downloadsView dependenciesGitHub project

2017 Published
0.6.2 Version
0 Citations
2 Authors
Referenced by ⇅ Year
esback: Expected Shortfall Backtesting (Version 0.3.1)

2020

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