Value at Risk
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Documentation for package ‘jvnVaR’ version 1.0
Help Pages
| jvnVaR-package | Value at risk package. |
| dataSelected | Price table. |
| dateList | Date list. |
| jMCPri | Monte-Carlo Price Simulation |
| jMCPriLim | Monte-Carlo Price Simulation (under price limit condition) |
| jPrice | Historical Price Function |
| jReturn | Return Function |
| jStockList | Stocks List in Vietnam stock market. |
| jTestVaR | VaR Back-testing |
| jVaR | Value at Risk Function |
| jVaRLim | Value at Risk Function(under price limit condition) |
| jvnVaR | Value at risk package. |
| stockList | Stock List. |