Simple Methods for Calculating Value at Risk and Expected Shortfall

Documentation for package ‘quarks’ version 1.0.6

DAX30	German Stock Market Index (DAX) Financial Time Series Data
ewma	Exponentially weighted moving average
fhs	Filtered historical simulation
hs	Nonparametric calculation of univariate Value at Risk and Expected Shortfall
plot.quarks	Plot Method for the Package 'quarks'
rollcast	Rolling one-step forecasts of Value at Risk and Expected Shortfall
vwhs	Volatility weighted historical simulation