
quantreg
 Referenced in 164 articles
[sw04356]
 data. Portfolio selection methods based on expected shortfall risk are also included...

ghyp
 Referenced in 29 articles
[sw08162]
 density, quantile, probability, random variates, expected shortfall and some portfolio optimization and plotting routines...

VaRES
 Referenced in 2 articles
[sw17463]
 package for value at risk and expected shortfall. Value at risk and expected shortfall ... distributions, including all commonly known distributions. We expect that the R package could be useful...

esreg
 Referenced in 1 article
[sw31262]
 package esreg: Joint Quantile and Expected Shortfall Regression. Simultaneous modeling of the quantile ... expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer...

FatTailsR
 Referenced in 0 articles
[sw15469]
 parameters, quantiles, valueatrisk and expected shortfall. Include power hyperbolas and power hyperbolic functions...

Matlab
 Referenced in 13745 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

R
 Referenced in 10253 articles
[sw00771]
 R is a language and environment for statistical...

ASYNPLEX
 Referenced in 8 articles
[sw02174]
 This paper describes ASYNPLEX, an asynchronous variant of...

AS 99
 Referenced in 18 articles
[sw03870]
 Algorithm AS 99. Fitting Johnson curves by moments...

TOMLAB
 Referenced in 99 articles
[sw04214]
 TOMLAB is a general purpose development and modeling...

CRAN
 Referenced in 570 articles
[sw04351]
 R is ‘GNU S’, a freely available language...

CAViaR
 Referenced in 191 articles
[sw04424]
 CAViaR: Conditional autoregressive value at risk by regression...

vars
 Referenced in 37 articles
[sw04507]
 R package vars: VAR Modelling , Estimation, lag selection...

fBasics
 Referenced in 16 articles
[sw04508]
 fBasics: Rmetrics  Markets and Basic Statistics , Environment for...

fda (R)
 Referenced in 1588 articles
[sw04511]
 fda: Functional Data Analysis , These functions were developed...

ROME
 Referenced in 127 articles
[sw04733]
 Robust optimization made easy with ROME We introduce...

STABLE
 Referenced in 111 articles
[sw04843]
 The program calculates the density (pdf), cumulative distribution...

Excel
 Referenced in 788 articles
[sw06848]
 Microsoft Excel is a powerful spreadsheet application that...

robustbase
 Referenced in 505 articles
[sw07114]
 R package robustbase: Basic Robust Statistics. ”Essential” Robust...