vcVaR Function

Estimation value at risk by using Variance-Covariance Method.

Version 1.1.0 (10.7 KB)
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(1)
25 Aug 2012
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Cite As

Ali Najjar (2026). vcVaR Function (https://www.mathworks.com/matlabcentral/fileexchange/32313-vcvar-function), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.1.0

This update contains example of vcVaR()Arguments, P1, P2.
Just move P1 and P2 into Workspace and for example Run following command:
[VaR violation RP]=vcVaR(P1,P2,1000,0.5,[.95;.99])
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1.0.0

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