An investor is interested in daily value at risk of his position on holding long $0.5 million

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An investor is interested in daily value at risk of his position on holding long $0.5 million of Dell stock and $1 million of Cisco Systems stock. Use 5% critical values and the daily log returns from February 20, 1990 to December 31, 1999 to do the calculation. The data are in the file d-dellcsco9099.txt. Apply the three approaches to volatility modeling in Section 10.7 and compare the results.

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