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Environment :: Win32 (MS Windows) [Remove This Filter]
Programming Language :: R [Remove This Filter]
Intended Audience :: Developers [Remove This Filter]
Topic :: Finance :: Risk Management :: Value at Risk [Remove This Filter]
Development Status > 5 - Production/Stable |
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1 project in result set.
0. Modelling Peaks Over Threshold - The project consists in developing functions for peaks over threshold modeling. Most of results come from the extreme value theory (EVT). The EVT is currently extensively used, mostly in environmental sciences and finance. | |
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Activity Percentile: 0.00 Registered: 2007-09-21 14:29 |