Evt Tail Risk Es Estimator

Estimate extreme tail risk (high-quantile VaR and Expected Shortfall) with Extreme Value Theory - peaks-over-threshold / Generalized Pareto and the Hill estimator - instead of the normal-distribution assumptions that catastrophically understate fat tails.

Category Finance & InvestingReview status Not yet verifiedInstallation Pending host tests

Example

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$1 per useOne instruction delivery in your agent; no file download.$19.99 one-skill licenseOne-time purchase. Local use under your license.$39.99/month all accessApproved, available skills while subscribed.

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