jvnVaR: Value at Risk

Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk <researchgate.net>.

Version:	1.0
Depends:	R (≥ 2.10.0), stats, utils
Published:	2015-11-18
DOI:	10.32614/CRAN.package.jvnVaR
Author:	Hung Vu
Maintainer:	Hung Vu <viet-hung.vu at jvn.edu.vn>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	jvnVaR results [issues need fixing before 2025-05-20]

Documentation:

Reference manual:

jvnVaR.pdf

Downloads:

Package source:	jvnVaR_1.0.tar.gz
Windows binaries:	r-devel: jvnVaR_1.0.zip, r-release: jvnVaR_1.0.zip, r-oldrel: jvnVaR_1.0.zip
macOS binaries:	r-release (arm64): jvnVaR_1.0.tgz, r-oldrel (arm64): jvnVaR_1.0.tgz, r-release (x86_64): jvnVaR_1.0.tgz, r-oldrel (x86_64): jvnVaR_1.0.tgz

Linking:

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