All Tools Bookmark

Share

http://online-toolz.com/tools/r-package-details.php?p=FatTailsR

Facebook Share Twitter Share

FatTailsR: Kiener Distributions and Fat Tails in Finance

Kiener distributions K1, K2, K3, K4 and K7 to characterize distributions with left and right, symmetric or asymmetric fat tails in market finance, neuroscience and other disciplines. Two algorithms to estimate with a high accuracy distribution parameters, quantiles, value-at-risk and expected shortfall. Include power hyperbolas and power hyperbolic functions.

FatTailsR.pdf