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Value at risk estimation via statistics
Hi guys, For my (master) project I am trying to find the probability that a random variable, which is normally distributed, exceeds a quantile that is estimated by a limited number of observations. See attached for my attempt. - Is it correct? - How to incorporate the fact that the mean and...- debosch123
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- portfolio-value-at-risk quantiles statistical-distribution
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- Forum: P1.T2. Quantitative Methods (20%)