[R] Daily Prices, need VaR for longer periods

Harry Holt h@rry@ho|t07 @end|ng |rom gm@||@com
Wed Feb 6 17:20:54 CET 2019

I am using performance analytics and Quantmod packages.  The data is daily
stock returns, I am calculating VaR (Port.returns, p=0.95, weights =
weights, portfolio_method = "Component", method="modified").  This gives me
the Cornish Fisher VaR - daily risk.  Is there a way still using daily
prices and get longer risk periods (VaR), such as one month, or quarter?


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