Calculation Value at Risk in Matlab
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Preeti Dashrath
am 28 Jun. 2024 um 16:35
Bearbeitet: Preeti Dashrath
am 12 Jul. 2024 um 12:07
Matlab code
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Udit06
am 1 Jul. 2024 um 6:49
Hi Preeti,
In addition to Umar's response, you can also refer to the following MathWorks documentation that explains how Value-at-Risk can be estimated using the Historical Simulation Method.
Additionally, you can also refer to the following MathWorks documentation to understand more about the "garch" model.
I hope it helps.
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