jvnVaR (version 1.0)

jvnVaR-package: Value at risk package.

Description

Provide many method to compute, predict and back-test VaR.

More about what it does, see the report: Value at Risk.

Details

Package:

jvnVaR

Type:

Package

Version:

1.0

Date:

2015-08-10

License:

GPL-3

Using command 'jListFunctions()' to know its useful functions.

References

See the report: Value at Risk.

See Also

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