An investor is interested in daily Value at Risk of his position on holding long ($ 0.5)
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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 January 2, 1990 to December 31, 1999 to do the calculation. The data are in the file "d-dellcsco9099.dat." Apply the three approaches to volatility modeling in Section 9.5 and compare the results.
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