Risk Measure Calculation in Financial TS

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Documentation for package ‘ufRisk’ version 1.0.7

• DESCRIPTION file.
• Package NEWS.

Help Pages

ufRisk-package	ufRisk: A package for user friendly and practical usage of various backtesting methods.
covtest	Unconditional and Conditional Coverage Tests, Independence Test
ESTX	EURO STOXX 50 (ESTX) Financial Time Series Data
lossfunc	Loss Functions
plot.ufRisk	Plot Method for the Package 'ufRisk'
print.ufRisk	Print Method for Objects of Class 'ufRisk'
trafftest	Backtesting of Value-at-Risk and Expected Shortfall via Traffic Light Tests
ufRisk	ufRisk: A package for user friendly and practical usage of various backtesting methods.
varcast	Calculation of one-step ahead forecasts of Value at Risk and Expected Shortfall (parametric and semiparametric)
WMT	Walmart Inc. (WMT) Financial Time Series Data