Question
Convert the price data to returns and carry out some preliminary analysis to understand the characteristics of the return data series. Use two of the
Convert the price data to returns and carry out some preliminary analysis to understand the characteristics of the return data series.
Use two of the three VaR/ES risk modelling techniques covered in class to assess the risk of the stock. how to do these two parts ?
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Islamic FinanceA Practical Perspective
Authors: Nafis Alam, Lokesh Gupta, Bala Shanmugam
1st Edition
3319665588, 9783319665580
