Quick info
Sebastian Bayer has worked on 2 packages so far. In total, Sebastian Bayer has worked with 1 other author on those packages. Nice teamwork!
Packages overview
Package details
| esback | Expected Shortfall Backtesting Sebastian Bayer , Timo Dimitriadis |
| esreg | Joint Quantile and Expected Shortfall Regression Sebastian Bayer , Timo Dimitriadis |