Ecosyste.ms: Packages

An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.

cran.r-project.org "garch-models" keyword

portvine 1.0.3

Vine Based (Un)Conditional Portfolio Risk Measure Estimation
3 versions - Latest release: 5 months ago - 238 downloads last month - 19 stars on GitHub - 1 maintainer

Related Keywords

expected-shortfall 1 rpackage 1 value-at-risk 1 vine-copulas 1