R-fExtremes (R/R-fExtremes) Updated: 1 year, 2 months ago Add to my watchlist

Modelling extreme events in finance

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

Version: 4032.84 License: GPL-2+ GitHub
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2025-Jan-23 to 2025-Feb-22


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dccdea06

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