Package: jvnVaR
Type: Package
Title: Value at Risk
Version: 1.0
Date: 2015-11-17
Author: Hung Vu
Maintainer: Hung Vu <viet-hung.vu@jvn.edu.vn>
Description: Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk <researchgate.net>.
License: GPL-3
Depends: R(>= 2.10.0), stats, utils
Repository: CRAN
Packaged: 2015-11-18 11:37:09 UTC; Vu
NeedsCompilation: no
Date/Publication: 2015-11-18 15:48:49
Built: R 4.3.1; ; 2023-10-20 01:28:12 UTC; windows
