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Download the daily prices of four stocks over the past two years. Calculate the 9 7 . 5 % daily VaR for the equally weighted
Download the daily prices of four stocks over the past two years. Calculate the daily VaR for the equally weighted stock portfolio dollars or yuan, etc, each using the analytical ie variancecovariance matrix and historical simulation approaches.
Download the daily prices of four stocks over the past two years. Calculate the daily VaR for the equally weighted stock portfolio dollars or yuan, etc, each using the analytical ie variancecovariance matrix and historical simulation approaches.
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