10.1371/journal.pone.0239652 | Papers

Papers: 10.1371/journal.pone.0239652

Compound distributions for financial returns

Cited by: 4
Author(s): Emmanuel Afuecheta, Artur Semeyutin, Stephen Chan, Saralees Nadarajah, Diego Andrés Pérez Ruiz
Published: almost 5 years ago

Functions for Extreme Value Distributions
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Very Likely Science (75)

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Papers that mentioned: 3

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Tests of Non-Nested Models
Papers that mentioned: 4

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Univariate GARCH Models
Papers that mentioned: 4

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Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Papers that mentioned: 1

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