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add methods from archived VaR package

Open braverock opened this issue 4 years ago • 0 comments

Now-archived package VaR had methods for Monte-Carlo VaR, Pareto Var, and lognormal Var, as well as a VaR backtest. We should port/replicate this functionality in PerformanceAnalytics.

braverock avatar Feb 01 '20 14:02 braverock