Skip to contents

Authors and Citation

Authors

  • Emanuel Sommer. Maintainer, author.

Citation

Source: DESCRIPTION

Sommer E (2024). portvine: Vine Based (Un)Conditional Portfolio Risk Measure Estimation. R package version 1.0.3.9000, https://emanuelsommer.github.io/portvine/, https://github.com/EmanuelSommer/portvine. 

@Manual{,
  title = {portvine: Vine Based (Un)Conditional Portfolio Risk Measure Estimation},
  author = {Emanuel Sommer},
  year = {2024},
  note = {R package version 1.0.3.9000, 
https://emanuelsommer.github.io/portvine/},
  url = {https://github.com/EmanuelSommer/portvine},
}