[R-SIG-Finance] Backtesting (Kupiec) and Measure Stock's Portoflio using EVT

Eko andryanto Prakasa eko.prakasa at yahoo.com
Wed Sep 26 17:56:02 CEST 2012

hai all,
i'm a beginner in using R and just start to use it......
i have measured VaR and i want to do backtesting using Kupiec test......
is there any package for measure backtesting?
and how is the procedure to measure portfolio stock risk using EVT? is there any package to measure it?
thanks for the attention .......
Eko A P

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