Package: riskSimul
Type: Package
Title: Risk Quantification for Stock Portfolios under the T-Copula
        Model
Version: 0.1
Date: 2014-07-11
Author: Wolfgang Hormann, Ismail Basoglu
Maintainer: Wolfgang Hormann <hormannw@boun.edu.tr>
Description: Implements efficient simulation procedures to estimate tail loss probabilities and conditional excess for a stock portfolio. The log-returns are assumed to follow a t-copula model with generalized hyperbolic or t marginals. 
Depends: Runuran
License: GPL-2 | GPL-3
Copyright: Wolfgang Hormann
Packaged: 2014-11-09 08:18:36 UTC; Wolfgang
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-11-09 13:06:05
Built: R 4.0.2; ; 2020-07-15 19:01:02 UTC; unix
