Authors

• Sebastian Letmathe. Author, maintainer.
  Paderborn University, Germany

Citation

Letmathe S (2022). quarks: Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall. R package version 1.1.3.

@Manual{,
  title = {quarks: Simple Methods for Calculating and Backtesting Value at Risk and Expected
Shortfall},
  author = {Sebastian Letmathe},
  year = {2022},
  note = {R package version 1.1.3},
}