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Utility
Solbiati Alessandro edited this page Jul 31, 2016
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#Utility
In the utility section are now implemented 5 functions
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getprice() download from yahoo answer the financial data
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pvs_mat() does compute the matrices with all the test p-values for every combination with confidence/VaR methods, using the EWMA_RiskMetrics from R-Code
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max_pv() find the higher p-value from the matrices and doing so find the best way to estimate VaR
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study() conduct a complete study on a title implementing all the functions before
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display_study() conduct complete studies on multiple titles and returns the last VaR, this is the function used to compute the actual risk from a set of financial instruments