Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
gets
ES
ES function
Conditional Value-at-Risk (VaR) and Expected Shortfall (ES)
Copy
gets package
Read PDF manual
Maintainer: Genaro Sucarrat
License: GPL (>= 2)
Last published: 2024-07-14
Useful links
https://github.com/gsucarrat/gets/issues
https://CRAN.R-project.org/package=gets
http://www.sucarrat.net/R/gets/