
CAViaR
 Referenced in 158 articles
[sw04424]
 CAViaR: Conditional autoregressive value at risk by regression quantiles. Value at risk ... risk used by financial institutions. Interpreting the VaR as the quantile of future portfolio values ... current information, the conditional autoregressive value at risk (CAViaR) model specifies the evolution...

StFinMetrics
 Referenced in 34 articles
[sw29976]
 changepoint detection; modelling extreme values and risk measures. The book contains many examples...

GAS
 Referenced in 5 articles
[sw17726]
 ValueatRisk Prediction in R with the GAS Package. GAS models have been recently ... managers can use GAS models for ValueatRisk (VaR) prediction using the novel...

VaR
 Referenced in 5 articles
[sw08263]
 methods for calculation of Value at Risk...

VaRES
 Referenced in 2 articles
[sw17463]
 VaRES: An R package for value at risk and expected shortfall. Value at risk...

QPsimplex
 Referenced in 4 articles
[sw31751]
 polyhedron. Such problems arise in parametric valueatrisk minimization, portfolio optimization, and robust optimization...

pseudosurv
 Referenced in 8 articles
[sw29281]
 pseudoci” provide pseudovalues for the cumulative incidence function for competing risks data...

TailRiskScenGen.jl
 Referenced in 1 article
[sw36147]
 risk measure such as the conditional valueatrisk. For problems involving tail risk measure ... value of the tail risk measure depends only a subset of the support ... approximate much better the value of a tail risk measure in a stochastic program. This...

VG_codes
 Referenced in 2 articles
[sw23808]
 found rather limited applications in finance and risk management. One of the reasons is that ... closed form and is unbounded for small values of the shape parameter. Moreover, we study ... squarederror, for both parameter and valueatrisk estimation. The performance of the routines...

Zelig
 Referenced in 9 articles
[sw17526]
 relative risk ratios, average treatment effects, first differences and predicted and expected values) to interpret...

EValue
 Referenced in 3 articles
[sw34331]
 reports Evalues, defined as the minimum strength of association on the risk ratio scale ... compute Evalues for the relevant outcome types. Outcome types include risk ratios, odds ratio ... analysis metrics across a range of bias values. (See Mathur & VanderWeele, 2019 []...

evt0
 Referenced in 1 article
[sw21094]
 Compute high quantile or valueatrisk (VaR) based on above EVI estimates...

Riscue
 Referenced in 1 article
[sw27548]
 Hazard analysis; Reliability analysis; Financial risks; Insurance; Total Value Chain Analysis; Oil reservoir and production...

EVIM
 Referenced in 10 articles
[sw00255]
 EVIM: a software package for extremel value analysis in MATLAB. From the practitioners’ point ... such questions are essential for sound risk management of financial exposures. It turns out that ... questions within the framework of the extreme value theory. This paper provides a step...

MCPAN
 Referenced in 6 articles
[sw25776]
 binomial proportions in a 2xk setting (risk difference and odds ratio), poly3adjusted tumour ... rates, biodiversity indices (multinomial data) and expected values under lognormal assumption. Approximative power calculation...

EnviroStat
 Referenced in 25 articles
[sw11048]
 Environmental processes, Spacetime modeling, Design and risk assessment, Implementation. The first part is devoted ... help of software, more specifically R codes, values at ungauged sites are estimated and potential...

climextRemes
 Referenced in 1 article
[sw16300]
 probabilities for contrasts of covariate values. Functions for estimating risk ratios for event attribution analyses...

RISKOptimizer
 Referenced in 0 articles
[sw31656]
 Carlo simulation technology of @RISK, Palisade’s risk analysis addin, with the latest solving ... Excel spreadsheet models that contain uncertain values. Take ... optimization problem and replace uncertain values with @RISK probability distribution functions that represent a range...

BRAT
 Referenced in 1 article
[sw14515]
 assist in the interpretation of benefit and risk findings during the medicine development, submission ... enable users to generate value trees, key benefitrisk summary tables and forest plots...

tmle
 Referenced in 8 articles
[sw18463]
 treatment, for continuous or binary outcomes. Relative risk and odds ratio estimates are also reported ... treatment assignment or baseline covariate values. Effect estimation stratified by a binary mediating variable...