plot.quarks

an input object of class <code>quarks</code>.

additional arguments of the standard plot method.

This function regulates how objects created by the package quarks are
plotted.

Enables the user to calculate Value at Risk (VaR)
and Expected Shortfall (ES) by means of various types of historical
simulation. Currently plain-, age-, volatility-weighted- and filtered
historical simulation are implemented in this package. Volatility weighting
can be carried out via an exponentially weighted moving average model
(EWMA) or other GARCH-type models. The methods of the package are described in
Gurrola-Perez, P. and Murphy, D. (2015)
<https://EconPapers.repec.org/RePEc:boe:boeewp:0525>.

Sebastian Letmathe

plot.quarks: Plot Method for the Package 'quarks'

Description

Usage

Arguments

Value