| Name : R-riskSimul
| |
| Version : 0.1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:31:38
|
| Group : Development/Libraries/Other
| Source RPM : R-riskSimul-0.1.2-lp153.1.5.src.rpm
|
| Size : 0.06 MB
| |
| Packager : (none)
| |
| Summary : Risk Quantification for Stock Portfolios under the T-Copula Model
|
Description :
Implements efficient simulation procedures to estimate tail loss
probabilities and conditional excess for a stock portfolio. The
log-returns are assumed to follow a t-copula model with generalized
hyperbolic or t marginals.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
