Value at Risk estimation ![[R logo]](https://lh3.googleusercontent.com/blogger_img_proxy/AEn0k_sYbmu9TZPPpyTToH8jUZw5t6rlvMN0Rb60IpQO8MiNBpGPNADzq-UtWmUHn9RPQeepj9wjkX4F3S-lao4ecpfcPVcg7jDfvu_5Pvh0UOKYnj70LOnjcl8isoROp3cUfuqp=s0-d)
DJIA | Daily Closing Prices of Stocks in The Dow Jones 30 Industrial Index |
exchange.rates | EUR/USD, USD/JPY, USD/CHF and GPD/USD Exchange Rates |
VaR.backtest | Backtest of VaR Estimation |
VaR.gpd | Value at Risk Calculation from Log-Likelihood Fit of General Pareto Distribution (GPD) |
VaR.gpd.plots | Diagnostic Plots for VaR Calculation from GPD Approximation |
VaR.norm | Value at Risk Calculation in Lognormal Approximation |
VaR.norm.plots | Diagnostic Plots for VaR Calculation in Lognormal Approximation |
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