Bernhard Pfaff

Financial Risk Modelling and Portfolio Optimisation with R

Bernhard Pfaff

Provides R-Language Code to Examine Quantitative Risk Management Concepts

Bernhard Pfaff , Marius Hofert , Alexander McNeil , Scott Ulmann

Cone Constrained Convex Problems

Bernhard Pfaff , Lieven Vandenberghe , Martin Andersen , Joachim Dahl

Extreme Values in R

Bernhard Pfaff , Eric Zivot , Alexander McNeil , Alec Stephenson

Generalized Orthogonal GARCH (GO-GARCH) Models

Bernhard Pfaff

Portfolio Allocation and Risk Management Applications

Alexios Galanos , Bernhard Pfaff , Miguel Sousa Lobo , Lieven Vandenberghe , Stephen Boyd , Herve Lebret

Extraction and Analysis of Data from the Bitcoin Cash (BCH) Blockchain

Rucknium , Bernhard Pfaff

Bitcoin API

Bernhard Pfaff

XML-RPC Interface to NEOS

Bernhard Pfaff , Duncan Temple Lang

Unit Root and Cointegration Tests for Time Series Data

Bernhard Pfaff , Eric Zivot , Matthieu Stigler

VAR Modelling

Bernhard Pfaff , Matthieu Stigler

Export Tables to LaTeX or HTML

David B. Dahl , David Scott , Charles Roosen , Arni Magnusson , Jonathan Swinton , Ajay Shah , Arne Henningsen , Benno Puetz , Bernhard Pfaff , Claudio Agostinelli , Claudius Loehnert , David Mitchell , David Whiting , Fernando da Rosa , Guido Gay , Guido Schulz , Ian Fellows , Jeff Laake , John Walker , Jun Yan , Liviu Andronic , Markus Loecher , Martin Gubri , Matthieu Stigler , Robert Castelo , Seth Falcon , Stefan Edwards , Sven Garbade , Uwe Ligges