Quick info
Stephen Chan has worked on 2 packages so far. In total, Stephen Chan has worked with 2 other authors on those packages. Nice teamwork!
Packages overview
Package details
Risk | Computes 26 Financial Risk Measures for Any Continuous Distribution Saralees Nadarajah , Stephen Chan |
VaRES | Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions Saralees Nadarajah , Stephen Chan , Emmanuel Afuecheta |