Risk Management tool box. hHistoricalVaRES

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Syed Hussain
Syed Hussain 2020-7-18
编辑： Anmol Dhiman 2020-7-21
Hi,
I downloaded the risk management tool box to use the VaR and ES example. When I am using it, I am constantly getting an error that
Undefined function 'hHistoricalVaRES' for input arguments of type 'double'.
Even when I am using the example provided. Can any one please help.
I have an assignement in a few days on this.
Many thanks.

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回答（1 个）

Anmol Dhiman
Anmol Dhiman 2020-7-21
编辑：Anmol Dhiman 2020-7-21
Hi Syed,
The function hHistoricalVaRES is present in the example Expected Shortfall Estimation and Backtesting. You can try the below commands for the running the example.
restoredefaultpath % This will remove any custom paths
rehash toolboxcache
savepath
Refer to link for more details.
Regards,
Anmol

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