vcVaR Function
Version 1.1.0.0 (10.9 KB) by
Ali Najjar
Estimation value at risk by using Variance-Covariance Method.
This function estimates the value at risk of portfolio composed of two stock prices and sketch related figures at two given confidence of levels.
Cite As
Ali Najjar (2024). vcVaR Function (https://www.mathworks.com/matlabcentral/fileexchange/32313-vcvar-function), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2010b
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
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