Projects: cran: VaRES
https://packages.ecosyste.ms/registries/cran.r-project.org/packages/VaRES
Computes Value at Risk and Expected Shortfall for over 100
Parametric Distributions
3 versions
Latest release: almost 3 years ago
2 dependent packages
376 downloads last month
Enhanced Analysis
Repository Activity:
Repository Owner:
Léo Belzile (user)
Assistant professor of statistics in the Department of Decision Sciences at HEC Montréal Academic
Assistant professor of statistics in the Department of Decision Sciences at HEC Montréal Academic
README Analysis:
Science Score: 95/100
Starting Score: 100 points
Bonuses:
-
+20
Academic repository owner
Repository owned by academic institution
Penalties:
-
-15
No science keywords
No scientific terms found in keywords/classifiers -
-10
No science terms in description
No scientific terms found in description
Very Likely Science (95)
Papers Mentioning VaRES 1
10.1371/journal.pone.0239652
Compound distributions for financial returnsCited by: 4
Author(s): Emmanuel Afuecheta, Artur Semeyutin, Stephen Chan, Saralees Nadarajah, Diego Andrés Pérez Ruiz
Software Mentions: 5
Published: over 5 years ago