print.quarks

This function regulates how objects created by the package <code>quarks</code> are
printed.

Enables the user to calculate Value at Risk (VaR)
and Expected Shortfall (ES) by means of various types of historical
simulation. Currently plain-, age-, volatility-weighted- and filtered
historical simulation are implemented in this package. Volatility weighting
can be carried out via an exponentially weighted moving average model
(EWMA) or other GARCH-type models. The performance can be assessed via
Traffic Light Test, Coverage Tests and Loss Functions. The methods of the
package are described in Gurrola-Perez, P. and Murphy, D. (2015)
<https://EconPapers.repec.org/RePEc:boe:boeewp:0525> as well as McNeil, J.,
Frey, R., and Embrechts, P. (2015) <https://ideas.repec.org/b/pup/pbooks/10496.html>.

Sebastian Letmathe

quarks

Simple Methods for Calculating and Backtesting Value at Risk and
Expected Shortfall

print.quarks function

<dl><dt>x</dt>
<dd>an input object of class <code>quarks</code>.</dd>
<dt>...</dt>
<dd>included for compatibility; additional arguments will however
not affect the output.</dd></dl>

Arguments

Print Method for the Package 'quarks' — print.quarks

<dl>

<dt>x</dt>
<dd>an input object of class <code>quarks</code>.</dd>


<dt>...</dt>
<dd>included for compatibility; additional arguments will however
not affect the output.</dd>

</dl>

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print.quarks: Print Method for the Package 'quarks'

Description

Usage

Value

Arguments