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Please calculate the (1) Value at Risk (VAR) 95%, (2) VAR 99%, (3) 21-day VAR 95%, (4) 21-day VAR 99% -2.69% -3.52% 1.58% 4.39% -3.44%
Please calculate the (1) Value at Risk (VAR) 95%, (2) VAR 99%, (3) 21-day VAR 95%, (4) 21-day VAR 99%
| -2.69% |
| -3.52% |
| 1.58% |
| 4.39% |
| -3.44% |
| 6.47% |
| -0.50% |
| 4.24% |
| 2.33% |
| -2.27% |
| -2.01% |
| 0.66% |
| -14.45% |
| -1.15% |
| 0.64% |
| 4.79% |
| 2.60% |
| -1.27% |
| 1.45% |
| -0.43% |
| 4.79% |
| -0.08% |
| 3.72% |
| 0.08% |
| 3.24% |
| 0.81% |
| -1.00% |
| 2.25% |
| -1.38% |
| 1.27% |
| -3.07% |
| 1.96% |
| -1.05% |
| -15.39% |
| -3.89% |
| -0.80% |
| 9.54% |
| 8.13% |
| -8.26% |
| 2.84% |
| -0.17% |
| 0.80% |
| -2.31% |
| 2.88% |
| 0.88% |
| -0.79% |
| 0.58% |
| -14.57% |
| 2.18% |
| 3.76% |
| 1.64% |
| 0.08% |
| -0.05% |
| 0.20% |
| 6.60% |
| 8.42% |
| 2.13% |
| 1.44% |
| -0.51% |
| 2.00% |
| 1.07% |
| 2.35% |
| 2.69% |
| 0.00% |
| 0.93% |
| 1.41% |
| 11.32% |
| 0.71% |
| 1.68% |
| 4.90% |
| 3.22% |
| -11.94% |
| -4.16% |
| -20.59% |
| 27.42% |
| -2.48% |
| 4.10% |
| -9.51% |
| 3.99% |
| 0.62% |
| -0.10% |
| -0.89% |
| 0.22% |
| -5.52% |
| -5.65% |
| -2.48% |
| -3.52% |
| -1.69% |
| 2.60% |
| -1.86% |
| 2.37% |
| 0.00% |
| -5.79% |
| 0.62% |
| 8.86% |
| -0.91% |
| 9.92% |
| 1.18% |
| 3.51% |
| -5.29% |
| -3.32% |
| 0.01% |
| -3.77% |
| 5.45% |
| 3.18% |
| -2.27% |
| -0.17% |
| -2.92% |
| -8.94% |
| 14.93% |
| 3.81% |
| -5.61% |
| 4.95% |
| 0.17% |
| -6.16% |
| -1.11% |
| 1.21% |
| -2.36% |
| -2.40% |
| 1.95% |
| -2.09% |
| 1.33% |
| 4.00% |
| 7.36% |
| -7.94% |
| -1.55% |
| -1.21% |
| 6.14% |
| -5.83% |
| -2.28% |
| 1.31% |
| -7.97% |
| -0.61% |
| 1.66% |
| 6.69% |
| 1.45% |
| -2.33% |
| -2.78% |
| 7.39% |
| -3.40% |
| -0.72% |
| 3.00% |
| -6.60% |
| 1.03% |
| 0.07% |
| -1.32% |
| -0.45% |
| 5.46% |
| -1.58% |
| -1.64% |
| 0.43% |
| 2.16% |
| -0.03% |
| -2.24% |
| 0.46% |
| 1.85% |
| -1.21% |
| -0.55% |
| -2.65% |
| 2.89% |
| -1.68% |
| 1.06% |
| 2.15% |
| -0.24% |
| 6.42% |
| 1.92% |
| -0.81% |
| -4.72% |
| 6.23% |
| 4.15% |
| -1.22% |
| -5.93% |
| -0.32% |
| -9.19% |
| 3.53% |
| -2.85% |
| 7.91% |
| 12.11% |
| -0.46% |
| 1.11% |
| 0.17% |
| 1.73% |
| -0.57% |
| -2.53% |
| 5.93% |
| 0.30% |
| -1.43% |
| -2.28% |
| -1.93% |
| 0.82% |
| 2.15% |
| -3.61% |
| -15.24% |
| 9.05% |
| 3.25% |
| -1.61% |
| 1.51% |
| -3.43% |
| 3.81% |
| 2.06% |
| 4.19% |
| 1.27% |
| -2.89% |
| 2.63% |
| -8.68% |
| 7.11% |
| -0.98% |
| 1.96% |
| -1.00% |
| 5.46% |
| -1.20% |
| -14.21% |
| 1.14% |
| -3.58% |
| 6.97% |
| 4.66% |
| -1.82% |
| -2.72% |
| -1.06% |
| 1.93% |
| 5.34% |
| -3.17% |
| -3.48% |
| -3.18% |
| 1.15% |
| 0.63% |
| 0.16% |
| 0.56% |
| -3.75% |
| -4.53% |
| 5.15% |
| 3.92% |
| -6.70% |
| -1.64% |
| -5.18% |
| 3.68% |
| 3.70% |
| 7.01% |
| 3.54% |
| 3.74% |
| -2.49% |
| -0.35% |
| -1.10% |
| 0.05% |
| 0.49% |
| 2.40% |
| -1.17% |
| -1.95% |
| -1.35% |
| 0.80% |
| -0.17% |
| -0.20% |
| -2.08% |
| 1.74% |
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Pivotal Decade How The United States Traded Factories For Finance In The Seventies
Authors: Judith Stein
1st Edition
0300171501, 978-0300171501
