Historical value at risk in matlab

The following Matlab project contains the source code and Matlab examples used for historical value at risk. Calculates Historical Value at Risk for a given portfolio of returns. E.g. confidence_level = 0.95; plot_flag = true; figure VAR_hist = computeHistoricalVaR(returns,confidence_level,plot_flag)

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
computeHistoricalVaR.m 1304
data.mat 9573
examplehistvar.m 131
license.txt 1528