Login
Downside risk evaluation with the R package GAS

David Ardia, Kris Boudt & Leopoldo Catania

Abstract
   
Keywords GAS, Time Series Models, Score Models, Dynamic Conditional Score, Risk Management, VaR, R Software
   
Citation Ardia, D., Boudt, K., & Catania, L. (2018). Downside risk evaluation with the R package GAS. R Journal, 10(2), 410-421.
   
Type Journal article (English)
Date of appearance 2018
Journal R Journal
Volume 10
Issue 2
Pages 410-421
URL http://dx.doi.org/10.32614/RJ-2018-064