getVaREstimates: VaR Estimates Extract VaR Estimates from a VaR Backtest
In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager
Description
Usage
Arguments
Value
Author(s)
See Also
Description
VaR Estimates
Extract VaR Estimates from a VaR Backtest
Usage
1
getVaREstimates(object, ...)
Arguments
object
an object created by backtestVaR.
...
not currently used
Value
xts object of unconditional VaR estimates
Author(s)
Ross Bennett
See Also
GARPFRM documentation built on May 2, 2019, 5:45 p.m.
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Description Usage Arguments Value Author(s) See Also
Description
VaR Estimates Extract VaR Estimates from a VaR Backtest
Usage
1 | getVaREstimates(object, ...)
|
Arguments
object |
an object created by |
... |
not currently used |
Value
xts object of unconditional VaR estimates
Author(s)
Ross Bennett
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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