What assumptions are being made when VaR is calculated using the historical simulation approach and 500 days

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What assumptions are being made when VaR is calculated using the historical simulation approach and 500 days of data.

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Risk Management And Financial Institutions

ISBN: B008AUN1VW

1st Edition

Authors: John C Hull

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Question Posted: Jul 10, 2024 10:04 AM

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What assumption is being made when VaR is calculated using the historical simulation approach and 500 days of data?
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What assumptions are being made when VaR is calculated using the historical simulation approach and 500 days

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Risk Management And Financial Institutions

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