jvnVaR: Value at Risk

Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk <researchgate.net>.

AuthorHung Vu
Date of publication2015-11-18 15:48:49
MaintainerHung Vu <viet-hung.vu@jvn.edu.vn>
LicenseGPL-3
Version1.0

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Files

jvnVaR
jvnVaR/NAMESPACE
jvnVaR/data
jvnVaR/data/dataSelected.rda
jvnVaR/data/dateList.rda
jvnVaR/data/stockList.rda
jvnVaR/R
jvnVaR/R/jKernelHistVaR.R jvnVaR/R/jNormCdf.R jvnVaR/R/jVaR.R jvnVaR/R/jEwmaHistRet.R jvnVaR/R/jOptWidthKernel.R jvnVaR/R/hame.R jvnVaR/R/jGarchHistVaRLim.R jvnVaR/R/jSimsonKernel.R jvnVaR/R/jStockList.R jvnVaR/R/jReturn.R jvnVaR/R/ddham.R jvnVaR/R/jNormPdf.R jvnVaR/R/jMonteCarloVar.R jvnVaR/R/dhaml.R jvnVaR/R/jNewRapGarchLim.R jvnVaR/R/jNoComb.R jvnVaR/R/ddhaml.R jvnVaR/R/haml.R jvnVaR/R/jMixKupTest.R jvnVaR/R/jMCPri.R jvnVaR/R/jvnVaR-internal.R
jvnVaR/R/jBinomial.r
jvnVaR/R/jListFunctions.R jvnVaR/R/jMleNormalVaR.R jvnVaR/R/jMCPriLim.R jvnVaR/R/jVaRLim.R jvnVaR/R/jGarch11VolLim.R jvnVaR/R/ham.R jvnVaR/R/jGradKernelFitPdf2.R jvnVaR/R/jNonAdjHistVaR.R
jvnVaR/R/jNormInv.r
jvnVaR/R/jPofTest.R jvnVaR/R/jTestVaR.R jvnVaR/R/jPValue.R jvnVaR/R/jGarchHistRetLim.R jvnVaR/R/jMonteCarloVarLim.R jvnVaR/R/jGarch11Vol.R jvnVaR/R/dhame.R jvnVaR/R/jPrice.R jvnVaR/R/jNewRapEwma.R jvnVaR/R/jTuffTest.R jvnVaR/R/jNormalVaR.R jvnVaR/R/dham.R jvnVaR/R/jSimson.R jvnVaR/R/jGarchHistRet.R jvnVaR/R/jGarch11VaR.R jvnVaR/R/ddhame.R jvnVaR/R/jDivKernelFitPdf.R jvnVaR/R/jNewRapGarch.R jvnVaR/R/jGarch11VaRLim.R jvnVaR/R/jSmallerVaRCount.R jvnVaR/R/jKernelFitPdf.R jvnVaR/R/jEwHistVaR.R
jvnVaR/R/jProb2.r
jvnVaR/R/jProb.r
jvnVaR/MD5
jvnVaR/DESCRIPTION
jvnVaR/man
jvnVaR/man/jPrice.Rd jvnVaR/man/jMCPri.Rd jvnVaR/man/jStockList.Rd jvnVaR/man/dataSelected.Rd jvnVaR/man/jTestVaR.Rd jvnVaR/man/jVaR.Rd jvnVaR/man/jMCPriLim.Rd jvnVaR/man/jReturn.Rd jvnVaR/man/dateList.Rd jvnVaR/man/stockList.Rd jvnVaR/man/jVaRLim.Rd jvnVaR/man/jvnVaR-package.Rd

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