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    GET.VaR.RISKMETRICS
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    Returns the VaR of a stationary series estimated via the RISKMETRICS model

    ARGUMENTS

    Returns Vector of returns Matrix
    AR Number of autoregressives terms (>=0) Integer
    MA Number of moving average terms (>=0) Integer
    Lambda Lambda Real number
    Level VaR Level ( 0<level <1) Real number
    This function is asynchronous.

     

     

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