[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! 

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