R/jGarchHistVaRLim.R

Defines functions jGarchHistVaRLim

jGarchHistVaRLim <-
function(s,L, U, alpha, h){
object <- jNonAdjHistVaR(jGarchHistRetLim(s,h,L,U),alpha)
return(object)
}

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jvnVaR documentation built on May 29, 2017, 11:25 a.m.