Risk Management tool box. hHistoricalVaRES
2 次查看(过去 30 天)
显示 更早的评论
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.
0 个评论
回答(1 个)
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
Regards,
Anmol
0 个评论
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Risk Management Toolbox 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!