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  1. H

    Thanks Matthew, Can I go longer than 1 year?

    Thanks Matthew, Can I go longer than 1 year?
  2. H

    Historical VaR

    Kindly advise how many observations need to calculate daily VaR?
  3. H

    @David Bionic

    @David Bionic
  4. H

    Kindly advise how many observations need to calculate daily VaR?

    Kindly advise how many observations need to calculate daily VaR?
  5. H

    Hi David, Kindly advise how many observations need to calculate daily VaR?

    Hi David, Kindly advise how many observations need to calculate daily VaR?
  6. H

    Hi Dears, I need to calculate Daily VaR (historical) how many days should I go back to get...

    Hi Dears, I need to calculate Daily VaR (historical) how many days should I go back to get historical data?
  7. H

    VaR and ES

    thanks @David Harper CFA FRM it is very useful, if i need to replace 99% confidence level VaR by 99% confidence level ES, I will multiply by 2.665 instead of 2.33 correct?
  8. H

    VaR and ES

    Thank you @emilioalzamora1 will apply and revert if any.
  9. H

    VaR and ES

    @emilioalzamora1 Can I have this on an excel sheet? I can deliver you historical data
  10. H

    VaR and ES

    Hi @emilioalzamora1 Thanks for reply, where can I find this explanation?
  11. H

    Hi all. How can I calculate the ES using the excel? I am already having a VaR model, Do I need...

    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?
  12. H

    VaR and 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?
  13. H

    Searching for a model to use.

    Searching for a model to use.
  14. H

    i need to backtest the VAR

    i need to backtest the VAR
  15. H

    looking for a model to use and implement.

    looking for a model to use and implement.
  16. H

    Hi all, can you support me with a back test model?

    Hi all, can you support me with a back test model?
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