All functions

DAX

German Stock Market Index (DAX) Financial Time Series Data

DJI

Dow Jones Industrial Average (DJI) Financial Time Series Data

FTSE100

Financial Times Stock Exchange Index (FTSE) Financial Time Series Data

HSI

Hang Seng Index (HSI) Financial Time Series Data

NIK225

Nikkei Heikin Kabuka Index (NIK) Financial Time Series Data

SP500

Standard and Poor`s (SP500) Financial Time Series Data

cvgtest()

Unconditional and Conditional Coverage Tests, Independence Test

ewma()

Exponentially weighted moving average

fhs()

Filtered historical simulation

hs()

Nonparametric calculation of univariate Value at Risk and Expected Shortfall

lossfun()

Loss Functions

plop()

Profit & Loss operator function

plot(<quarks>)

Plot Method for the Package 'quarks'

print(<quarks>)

Print Method for the Package 'quarks'

rollcast()

Rolling one-step ahead forecasts of Value at Risk and Expected Shortfall

runFTSdata()

Application for downloading data from Yahoo Finance

trftest()

Backtesting of Value-at-Risk via Traffic Light Test

vwhs()

Volatility weighted historical simulation