R-fExtremes

v 4032.84 Updated: 5 months, 4 weeks ago

Modelling extreme events in finance

Provides functions for analysing and modelling extreme events in financial time series.

https://cran.r-project.org/package=fExtremes

To install R-fExtremes, paste this in macOS terminal after installing MacPorts

sudo port install R-fExtremes

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