Displaying 1 result from an estimated 1 matches for "n3821566".
2011 Sep 18
2
calculating VAR of a (Gumbel) copula
...directly.
2. However, there is some other error - as I run the code now I get an
output:* Null Devise 1*
I am 100 % sure I have installed the used packages correctly and I don't
have any idea what is wrong.
Could somebody help me with this issue?
Best,
Iva
http://r.789695.n4.nabble.com/file/n3821566/SFEVaRHAC.r SFEVaRHAC.r
http://r.789695.n4.nabble.com/file/n3821566/GumHAC_VaR_PL_w250_n1000_s2500.txt
GumHAC_VaR_PL_w250_n1000_s2500.txt
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