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  1. M

    [R] Estimation of the emprical distribution

    Hi all, I was wondering if there's an R package online that automatically estimates the best distribution of my empirical data and gives the estimated parameters? I have a distribution that contains both positive and negative numbers. Cheers
  2. M

    copula-based VaR calculation in R

    I'm working on a value-at-risk calculation using copulas on different stock market indices. I know how to fit the copula, but I can't figure out how to apply the VaR approach in the next step. The concept of copulas is relatively new to me and has proven to be very challenging for an average...