[R-SIG-Finance] rugarch - VaRloss, VaRTest and ESTest

[Rafael Bressan]

Hello,

someone, maybe Alexios even, could confirm what are the arguments to these
functions?

I suspect that VaRloss and VaRTest the inputs are the actual realized
RETURNS and corresponding lower quantiles for VaR,

while to ESTest it seems to be the opposite, the actual LOSSES and
corresponding higher quantiles.

I checked the source code but still in doubt.

Thanks,
Rafael

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