fExtremes

R package fExtremes: Rmetrics - Extreme Financial Market Data. Environment for teaching ”Financial Engineering and Computational Finance”

Keywords for this software

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References in zbMATH (referenced in 6 articles )

Showing results 1 to 6 of 6.
Sorted by year (citations)

  1. Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot: extremefit: A Package for Extreme Quantiles (2018) not zbMATH
  2. Brian Bader: Automated, Efficient, and Practical Extreme Value Analysis with Environmental Applications (2016) arXiv
  3. Chan, Stephen; Nadarajah, Saralees; Afuecheta, Emmanuel: An \textttRpackage for value at risk and expected shortfall (2016)
  4. Eric Gilleland and Richard Katz: extRemes 2.0: An Extreme Value Analysis Package in R (2016) not zbMATH
  5. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
  6. Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen: A double generalized Pareto distribution (2013)