Value at Risk estimation ![[R logo]](https://lh3.googleusercontent.com/blogger_img_proxy/AEn0k_vtJpc3XvBsfnG4b_D9PFdxRED20wOznOrbHF1q57jq3F3dpe8_ip1VCXCXhQP-W_fVxsz6x9uLLGeMIdQdVrqKrd3UbZK1ib-js0QgqAXx2Psm-1lWEV7rvEJ_kgPt3y9d=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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