Value at Risk
Monte-Carlo Price Simulation
Monte-Carlo Price Simulation (under price limit condition)
Historical Price Function
Return Function
Stocks List in Vietnam stock market.
VaR Back-testing
Value at Risk Function
Value at Risk Function(under price limit condition)
Value at risk package.
Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk <researchgate.net>.