'Class-BootPos.R' 'generics.R' 'Class-LagOperator.R'
'Class-ClippedCov.R' 'Class-QSpecQuantity.R' 'aux-functions.R'
'Class-FreqRep.R' 'Class-ClippedFT.R' 'Class-QuantileSD.R'
'Class-IntegrQuantileSD.R' 'Class-Weight.R'
'Class-KernelWeight.R' 'Class-LagEstimator.R' 'kernels.R'
'Class-LagKernelWeight.R' 'Class-MovingBlocks.R'
'Class-QRegEstimator.R' 'Class-QuantilePG.R'
'Class-SmoothedPG.R' 'Class-SpecDistrWeight.R' 'RcppExports.R'
'data.R' 'deprecated.R' 'models.R' 'quantspec-package.R'

c(person("Tobias", "Kley", role=c("aut","cre"),
email = "tobias.kley@bristol.ac.uk"),
person("Stefan", "Birr",  role = c("ctb"),
comment = "Contributions to lag window estimation", email = "stefan.birr@rub.de"))

Methods to determine, smooth and plot quantile periodograms for
univariate and multivariate time series. See Kley (2016) <doi:10.18637/jss.v070.i03>
for a description and tutorial.

Simple Methods for Calculating Value at Risk and Expected
Shortfall
person(given = "Sebastian",
family = "Letmathe",
role = c("aut", "cre"),
email = "sebastian.letmathe@uni-paderborn.de",
comment = "Paderborn University, Germany")
Enables the user to calculate Value at Risk (VaR)
and Expected Shortfall (ES) by means of various types of historical
simulation. Currently plain historical simulation as well as age- and
volatility-weighted historical simulation are implemented in this
package. Volatility weighting is carried out via an exponentially
weighted moving average (EWMA).  The methods of the package are
described in Gurrola-Perez, P. and Murphy, D. (2015)
<https://EconPapers.repec.org/RePEc:boe:boeewp:0525>.
Sebastian Letmathe [aut, cre] (Paderborn University, Germany)

Enables the user to calculate Value at Risk (VaR)
and Expected Shortfall (ES) by means of various types of historical
simulation. Currently plain-, age-, volatility-weighted- and filtered
historical simulation are implemented in this package. Volatility weighting
can be carried out via an exponentially weighted moving average model
(EWMA) or other GARCH-type models. The methods of the package are described in
Gurrola-Perez, P. and Murphy, D. (2015)
<https://EconPapers.repec.org/RePEc:boe:boeewp:0525>.