For the same data as in Exercise 4, compute the expected shortfall for the 1% and 5%

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For the same data as in Exercise 4, compute the expected shortfall for the 1% and 5% VaR and conditionally normal returns?

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Forecasting for Economics and Business

ISBN: 978-0131474932

1st edition

Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:21 AM

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For the same data as in Exercise 4, compute the expected shortfall for the 1% and 5%

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Forecasting for Economics and Business

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