qrmtools::ARMA_GARCH_VaR | Fitting and Predicting VaR based on an ARMA-GARCH Process | HTML | source | R code | |
qrmtools::VaR_bounds | Worst Value-at-Risk under Known Margins | HTML | source | R code | |
qrmtools::VaR_ES_estimators | Estimating the Risk Measures VaR and ES with Various Estimators | HTML | source | R code |