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| DJIA | Daily Closing Prices of Stocks in The Dow Jones 30 Industrial Index |
| exchange.rates | EUR/USD, USD/JPY, USD/CHF and GPD/USD Exchange Rates |
| VaR.backtest | Backtest of VaR Estimation |
| VaR.gpd | Value at Risk Calculation from Log-Likelihood Fit of General Pareto Distribution (GPD) |
| VaR.gpd.plots | Diagnostic Plots for VaR Calculation from GPD Approximation |
| VaR.norm | Value at Risk Calculation in Lognormal Approximation |
| VaR.norm.plots | Diagnostic Plots for VaR Calculation in Lognormal Approximation |