Man pages for quarks
Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
| cvgtest | Unconditional and Conditional Coverage Tests, Independence... |
| DAX | German Stock Market Index (DAX) Financial Time Series Data |
| DJI | Dow Jones Industrial Average (DJI) Financial Time Series Data |
| ewma | Exponentially weighted moving average |
| fhs | Filtered historical simulation |
| FTSE100 | Financial Times Stock Exchange Index (FTSE) Financial Time... |
| hs | Nonparametric calculation of univariate Value at Risk and... |
| HSI | Hang Seng Index (HSI) Financial Time Series Data |
| lossfun | Loss Functions |
| NIK225 | Nikkei Heikin Kabuka Index (NIK) Financial Time Series Data |
| plop | Profit & Loss operator function |
| plot.quarks | Plot Method for the Package 'quarks' |
| print.quarks | Print Method for the Package 'quarks' |
| rollcast | Rolling one-step ahead forecasts of Value at Risk and... |
| runFTSdata | Application for downloading data from Yahoo Finance |
| SP500 | Standard and Poor's (SP500) Financial Time Series Data |
| trftest | Backtesting of Value-at-Risk via Traffic Light Test |
| vwhs | Volatility weighted historical simulation |
