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tbeason
/
AsymmetricRisk.jl
A Julia package for computing asymmetric risk measures on univariate and bivariate data.
MIT License
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Plans to implement Historical Simulation of VaR and CVaR
#4
shayandavoodii
opened
1 year ago
1
Update .travis.yml
#3
tbeason
closed
4 years ago
1
ex cor and betas
#2
tbeason
closed
4 years ago
1
coskew cokurt semivar
#1
tbeason
closed
4 years ago
1