Package: riskSimul
Type: Package
Title: Risk Quantification for Stock Portfolios under the T-Copula
        Model
Version: 0.1.1
Date: 2022-04-16
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: 2022-04-16 06:27:47 UTC; hormannw
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2022-04-16 07:30:02 UTC
