Ecosyste.ms: Papers

An open API service providing mapping between scientific papers and software projects that are mentioned in them.
All mentions data is based on the CZI Software Mentions dataset.

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: over 1 year ago
2 dependent packages
376 downloads last month

Papers Mentioning VaRES 1

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
Software Mentions: 5
Published: about 4 years ago