VaR

Package ‘VaR’: A set of methods for calculation of Value at Risk (VaR)

Keywords for this software

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References in zbMATH (referenced in 4 articles )

Showing results 1 to 4 of 4.
Sorted by year (citations)

  1. Székely, Gábor J.; Rizzo, Maria L.: The distance correlation $t$-test of independence in high dimension (2013)
  2. Rootzén, Holger: Weak convergence of the tail empirical process for dependent sequences (2009)
  3. Zhang, Dabao; Wells, Martin T.; Peng, Liang: Nonparametric estimation of the dependence function for a multivariate extreme value distribution (2008)
  4. Yee, Thomas W.; Stephenson, Alec G.: Vector generalized linear and additive extreme value models (2007)