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VaR and backtest

version 1.0.0 (66.9 KB) by shen vincent
some methods for VaR (value at Risk) and its backtesting method

26 Downloads

Updated 02 May 2021

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some methods for VaR (value at Risk) and its backtesting method

Cite As

shen vincent (2022). VaR and backtest (https://www.mathworks.com/matlabcentral/fileexchange/91470-var-and-backtest), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2021a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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