Empirical Value-at-Risk
€10.00
The empirical standard deviation and VaR is estimated on historical data. It is shown how to easily build discrete distributions.
Choose file type
€10.00
The empirical standard deviation and VaR is estimated on historical data. It is shown how to easily build discrete distributions.
Choose file type
Below you will find videos or Excel applications Users download most frequently. The Academy section is updated regularly with new tutorial material, yet not only related to Ubanking, but to economics and finance more generally.
It is shown how an estimated regression model can be used for forecasting purposes.
Spørgsmålet er naturligvis en kende ledende, og dækker samtidig over at der er en anden gruppe, de professionelle, som kan…
Applying matrix notation a multi regression model is estimated from historical data.