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
Author: Hung Vu
Maintainer: Hung Vu <viet-hung.vu at jvn.edu.vn>
License: GPL-3
NeedsCompilation: no
CRAN checks: jvnVaR results

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Reference manual: jvnVaR.pdf
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
OS X El Capitan binaries: r-release: jvnVaR_1.0.tgz
OS X Mavericks binaries: r-oldrel: jvnVaR_1.0.tgz

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