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compare the observed VaR and CVaR with those estimated from a normal distribution and comment it. plz make a simple conclusion thx. total count 2607
compare the observed VaR and CVaR with those estimated from a normal distribution and comment it. plz make a simple conclusion thx. total count 2607 10years (1day) number var(95) -2.29% 130.35 CVaR(95...
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Accounting concepts and applications
Authors: Albrecht Stice, Stice Swain
11th Edition
978-0538750196, 538745487, 538750197, 978-0538745482
