VaR: Value at Risk estimation

A set of methods for calculation of Value at Risk (VaR)

Version: 0.2
Depends: R (≥ 1.4.1)
Author: Talgat Daniyarov
Maintainer: Talgat Daniyarov <tdaniyar at kip.uni-heidelberg.de>
License: GPL (version 2 or higher)
In views: Finance
CRAN checks: VaR results

Downloads:

Package source: VaR_0.2.tar.gz
MacOS X binary: VaR_0.2.tgz
Windows binary: VaR_0.2.zip
Reference manual: VaR.pdf