Compute VaR by many methods.
See the report: Value at Risk.<researchgate.net>
. 'non_adjust_hist': Historical method without any adjustment.
. 'grch11_hist': Historical method with adjustment by Garch(1,1) method.
. 'ewhv_hist': Exponential Weighted method.
. 'ewma_hist': Historical method with adjustment by EWMA method.
. 'kernel_hist': Estimating density function using kernel fitting method.
. 'grch11_kernel_hist': Kernel fitting method apply on return adjusted by Garch(1,1).
. 'ewma_kernel_hist': Kernel fitting method apply on return adjusted by EWMA.
. 'garch11': Garch(1,1) method.
. 'normal': Normal return method.
. 'mle_normal': Normal return method (Estimating by maximum likelihood method).
. 'monte_carlo': Simulation method.
A return series that computed from price series.
Given probability of the event that loss exceeds VaR.
Time point of VaR computing (...,-1,0,1,...)
. -1 : previous day
. 0 : present
. 1 : next day
Value at Risk at the time point.
Value at Risk.(reserchgate.net)
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