[R-SIG-Finance] How to extract all VaR values?
deng yishuo
dengyishuo at 163.com
Sat Jan 23 15:01:43 CET 2010
Hello,everyone!
I'm using "rgarch"(a very powerful package) now.
And there is a problem for me.That is I don't know how to extract the VaR
values after
I have caculated them using function ugarchroll().
Please help me!
Thank you so much!
-----
违背命运的人,永远不可能了解自己。
--
View this message in context: http://n4.nabble.com/How-to-extract-all-VaR-values-tp1288195p1288195.html
Sent from the Rmetrics mailing list archive at Nabble.com.
More information about the R-SIG-Finance
mailing list