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ExtremeRisks
extMultiQuantile
extMultiQuantile function
Multidimensional Value-at-Risk (VaR) or Extreme Quantile (EQ) Estimation
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ExtremeRisks package
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Maintainer: Simone Padoan
License: GPL (>= 2)
Last published: 2025-04-27
https://faculty.unibocconi.it/simonepadoan/