Estimating Value at Risk

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tr206
Posts: 13
Joined: Tue Feb 28, 2017 12:45 pm

Estimating Value at Risk

Postby tr206 » Wed Jul 26, 2017 5:05 am

Dear all,
I want to estimate the Value at Risk using different methods such as Monte Carlo, historical and normal. How can I do that in eviews?

Thanks for your help.
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EViews Mirza
Posts: 80
Joined: Sat Apr 22, 2017 8:23 pm

Re: Estimating Value at Risk

Postby EViews Mirza » Wed Jul 26, 2017 6:48 am

We will describe how to do a Monte Carlo experiment in an upcoming blog post. That would certainly help you get started.
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