jReturn {jvnVaR} | R Documentation |
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.<researchgate.net>
Usage
jReturn(s)
Arguments
s |
A price series. |
Value
A return series.
Note
viet-hung.vu@jvn.edu.vn
Author(s)
Hung Vu
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
[Package jvnVaR version 1.0 Index]