creating r function for VaR Historical simulation

creating r function for VaR Historical simulation

References

Reference NO 1

http://r.789695.n4.nabble.com/R-function-for-estimating-historical-VaR-td4660217.html

Reference NO 2

http://uu.diva-portal.org/smash/get/diva2:300862/FULLTEXT01.pdf

Reference NO 3

http://help.riskmetrics.com/RiskManager3/Content/Statistics_Reference/VaR.htm

Reference NO 4

http://en.wikipedia.org/wiki/Historical_simulation

Reference NO 5

http://braverock.com/brian/R/PerformanceAnalytics/html/VaR.html

Reference NO 6

http://www.jpmorgan.com/tss/General/Risk_Management/1159380637650

Reference NO 7

http://www.mathworks.com/products/econometrics/examples.html?file=/products/demos/shipping/econ/Demo_RiskFHS.html

Reference NO 8

http://www.federalreserve.gov/pubs/feds/2001/200127/200127pap.pdf