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The following is the lowest 15 values of a sample of 100 weekly stock returns: -.07850, -.05736, -0.5248, -0.4969, -0.4589, -0.4533, -0.4230, -0.3859, -0.3844, -0.3784,
The following is the lowest 15 values of a sample of 100 weekly stock returns:
-.07850, -.05736, -0.5248, -0.4969, -0.4589, -0.4533, -0.4230, -0.3859, -0.3844, -0.3784, -0.3755, -.03734, -0.3671, -0.3426, -0.3356
Estimate the 10% Value -at-Risk and 10% Tail-Value-at-Risk of the weekly stock returns.
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