H H Hassan2016 Oct 3, 2019 Hi Dears, I need to calculate Daily VaR (historical) how many days should I go back to get historical data?
Hi Dears, I need to calculate Daily VaR (historical) how many days should I go back to get historical data?
H H Hassan2016 Mar 14, 2017 Hi all. How can I calculate the ES using the excel? I am already having a VaR model, Do I need to make some changes to calculate the ES?
Hi all. How can I calculate the ES using the excel? I am already having a VaR model, Do I need to make some changes to calculate the ES?