Value at Risk estimation ![[R logo]](https://lh3.googleusercontent.com/blogger_img_proxy/AEn0k_sHmMSlsPxoOfFHPV5G4voLbxaoZ8Nv2yFVkMsXEDD8-7NLoOhKPCLfIQUh0-JHH_mdr-um1opWYs5LtnbZkX2WeOeROkFKrQ7XAWVDbUJd3tX5gn7IKLmxVop__yp8lK6j=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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