print.quarks

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

included for compatibility; additional arguments will however
not affect the output.

This function regulates how objects created by the package <code>quarks</code> are
printed.

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

print.quarks: Print Method for the Package 'quarks'

Description

Usage

Arguments

Value