Vignettes and other documentation
Vignettes from package 'qrmtools'
qrmtools::ARMA_GARCH_VaR
Fitting and Predicting VaR based on an ARMA-GARCH Process
HTML
source
qrmtools::VaR_bounds
Worst Value-at-Risk under Known Margins
HTML
source
qrmtools::geometric_risk_measures
Geometric Risk Measures
HTML
source