jvnVaR (version 1.0)

jReturn: Return Function

Description

Compute returns from a price series of an asset.

Return is gain (or loss) rate from an investment to the asset in a time interval.

See the report: Value at Risk.

Usage

jReturn(s)

Arguments

s

A price series.

Value

A return series.

See Also

https://www.researchgate.net/profile/Vu_Hung4

Examples

y <- c(11, 12, 10, 13, 12, 14, 13, 15, 13, 14, 12)
s <- jReturn(y)
s