All functions |
|
|---|---|
German Stock Market Index (DAX) Financial Time Series Data |
|
Dow Jones Industrial Average (DJI) Financial Time Series Data |
|
Financial Times Stock Exchange Index (FTSE) Financial Time Series Data |
|
Hang Seng Index (HSI) Financial Time Series Data |
|
Nikkei Heikin Kabuka Index (NIK) Financial Time Series Data |
|
Standard and Poor`s (SP500) Financial Time Series Data |
|
Unconditional and Conditional Coverage Tests, Independence Test |
|
Exponentially weighted moving average |
|
Filtered historical simulation |
|
Nonparametric calculation of univariate Value at Risk and Expected Shortfall |
|
Loss Functions |
|
Profit & Loss operator function |
|
Plot Method for the Package 'quarks' |
|
Print Method for the Package 'quarks' |
|
Rolling one-step ahead forecasts of Value at Risk and Expected Shortfall |
|
Application for downloading data from Yahoo Finance |
|
Backtesting of Value-at-Risk via Traffic Light Test |
|
Volatility weighted historical simulation |
|